+134.2%
RBRK vs TXG
+154.7%
-20.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.9% | -3.3% |
| 7D | -7.5% | +9.5% | -17.0% | -9.5% |
| 30D | -10.4% | +18.8% | -29.2% | -14.0% |
| 3M | +21.3% | +136.1% | -114.8% | -1.0% |
| 6M | +50.6% | +235.2% | -184.6% | +12.5% |
| YTD | +13.3% | +320.5% | -307.2% | -20.0% |
| 1Y | +11.2% | +425.2% | -413.9% | -26.4% |
| All | +134.2% | +154.7% | -20.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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