+134.2%
RBRK vs TRMB
-2.3%
+136.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -3.7% |
| 7D | -7.5% | -3.0% | -4.5% | -5.1% |
| 30D | -10.4% | +2.3% | -12.7% | -11.8% |
| 3M | +21.3% | +15.3% | +6.0% | +6.6% |
| 6M | +50.6% | -14.7% | +65.3% | +71.6% |
| YTD | +13.3% | -26.4% | +39.7% | +46.0% |
| 1Y | +11.2% | -30.4% | +41.7% | +50.5% |
| All | +134.2% | -2.3% | +136.5% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling