+93.7%
RCL vs RBRK
+130.3%
-36.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | -3.5% | +1.0% | -1.9% |
| 30D | -15.7% | -8.3% | -7.4% | -14.8% |
| 3M | -3.6% | +24.7% | -28.3% | -8.8% |
| 6M | -8.7% | +58.9% | -67.6% | -18.5% |
| YTD | -6.2% | +16.3% | -22.4% | -11.2% |
| 1Y | -22.9% | +10.1% | -33.0% | -26.9% |
| All | +93.7% | +130.3% | -36.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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