+63.9%
RBRK vs WING
-23.2%
+87.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +2.3% |
| 7D | -12.5% | +21.0% | -33.5% | -11.9% |
| 30D | -3.0% | +56.9% | -59.9% | -2.0% |
| 3M | +46.9% | +38.4% | +8.6% | +48.6% |
| 6M | +105.4% | +12.0% | +93.4% | +108.7% |
| YTD | +55.6% | -29.2% | +84.8% | +64.8% |
| 1Y | +63.9% | -28.8% | +92.7% | +70.6% |
| All | +63.9% | -23.2% | +87.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling