+134.2%
RBRK vs WAT
+32.0%
+102.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | -7.5% | -0.3% | -7.2% | -7.4% |
| 30D | -10.4% | -1.9% | -8.5% | -9.8% |
| 3M | +21.3% | +13.5% | +7.8% | +17.0% |
| 6M | +50.6% | +37.2% | +13.4% | +37.9% |
| YTD | +13.3% | +7.5% | +5.8% | +10.2% |
| 1Y | +11.2% | +35.0% | -23.8% | +0.1% |
| All | +134.2% | +32.0% | +102.2% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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