+134.2%
RBRK vs ZBRA
+27.7%
+106.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -3.4% |
| 7D | -7.5% | -3.4% | -4.1% | -6.0% |
| 30D | -10.4% | -7.4% | -3.0% | -7.1% |
| 3M | +21.3% | +57.5% | -36.2% | -3.3% |
| 6M | +50.6% | +64.0% | -13.3% | +15.7% |
| YTD | +13.3% | +44.3% | -31.0% | -8.1% |
| 1Y | +11.2% | +10.9% | +0.4% | +4.9% |
| All | +134.2% | +27.7% | +106.5% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 all: compounded portfolio wealth divided by compounded ZBRA 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…
all analysis · Full analysis span regression · 6 months rolling