+8.2%
RBRK vs Z
-58.8%
+67.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | +0.7% | -3.0% | +3.7% | +1.8% |
| 30D | +10.4% | -4.2% | +14.6% | +11.7% |
| 3M | +21.6% | -3.7% | +25.4% | +22.6% |
| 6M | +70.7% | -24.5% | +95.2% | +86.6% |
| YTD | +22.5% | -49.3% | +71.8% | +49.6% |
| 1Y | +8.2% | -58.7% | +66.9% | +38.4% |
| All | +8.2% | -58.8% | +67.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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