+140.1%
RBRK vs TXT
-5.5%
+145.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | -9.3% | -10.4% | +1.2% | -5.8% |
| 3M | +23.8% | -14.3% | +38.2% | +30.4% |
| 6M | +55.4% | -15.1% | +70.5% | +63.4% |
| YTD | +16.1% | -8.3% | +24.4% | +15.7% |
| 1Y | -9.8% | -0.7% | -9.1% | -14.6% |
| All | +140.1% | -5.5% | +145.6% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling