+134.2%
RBRK vs Z
-23.0%
+157.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -3.9% |
| 7D | -7.5% | -6.0% | -1.5% | -5.6% |
| 30D | -10.4% | -2.3% | -8.1% | -9.9% |
| 3M | +21.3% | -0.6% | +21.9% | +20.6% |
| 6M | +50.6% | -27.6% | +78.3% | +66.0% |
| YTD | +13.3% | -52.4% | +65.7% | +42.1% |
| 1Y | +11.2% | -63.6% | +74.8% | +50.9% |
| All | +134.2% | -23.0% | +157.2% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling