+134.2%
RBRK vs USHY
+19.6%
+114.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.7% |
| 7D | -7.5% | -0.7% | -6.8% | -4.6% |
| 30D | -10.4% | -0.7% | -9.7% | -7.4% |
| 3M | +21.3% | +0.1% | +21.2% | +21.5% |
| 6M | +50.6% | +1.8% | +48.9% | +39.8% |
| YTD | +13.3% | +1.8% | +11.5% | +5.1% |
| 1Y | +11.2% | +3.3% | +8.0% | -3.6% |
| All | +134.2% | +19.6% | +114.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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