+46.2%
RBRK vs WY
-0.7%
+46.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.6% | -10.6% | -11.3% |
| 7D | -20.9% | +9.5% | -30.4% | -18.4% |
| 30D | -15.9% | +16.3% | -32.2% | -11.8% |
| 3M | +24.7% | -15.5% | +40.2% | +19.8% |
| 6M | +85.1% | -7.1% | +92.2% | +83.0% |
| YTD | +38.3% | -6.3% | +44.5% | +37.4% |
| 1Y | +46.2% | -0.3% | +46.4% | +37.8% |
| All | +46.2% | -0.7% | +46.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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