+134.2%
RBRK vs TXT
-4.2%
+138.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.3% |
| 7D | -7.5% | +2.5% | -10.0% | -8.3% |
| 30D | -10.4% | -8.9% | -1.6% | -7.6% |
| 3M | +21.3% | -13.6% | +34.8% | +27.4% |
| 6M | +50.6% | -13.1% | +63.7% | +56.9% |
| YTD | +13.3% | -7.0% | +20.3% | +12.3% |
| 1Y | +11.2% | -1.4% | +12.6% | +6.3% |
| All | +134.2% | -4.2% | +138.4% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling