+58.9%
RBRK vs Z
-30.8%
+89.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.1% |
| 7D | -3.5% | -11.6% | +8.1% | +1.0% |
| 30D | -8.3% | -8.5% | +0.2% | -5.4% |
| 3M | +24.7% | -7.9% | +32.6% | +28.5% |
| 6M | +58.9% | -29.1% | +88.0% | +79.9% |
| All | +58.9% | -30.8% | +89.7% | +79.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling