+134.2%
RBRK vs WING
-67.1%
+201.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.0% | -8.5% | -3.5% |
| 7D | -7.5% | +7.2% | -14.7% | -8.6% |
| 30D | -10.4% | +4.8% | -15.2% | -11.5% |
| 3M | +21.3% | -23.7% | +45.0% | +26.1% |
| 6M | +50.6% | -43.6% | +94.2% | +65.7% |
| YTD | +13.3% | -50.6% | +63.9% | +26.8% |
| 1Y | +11.2% | -57.0% | +68.3% | +28.5% |
| All | +134.2% | -67.1% | +201.3% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling