+20.6%
RDW vs RBRK
+46.9%
-26.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | 0.0% | +16.5% | +16.5% |
| 7D | -14.1% | -14.8% | +0.8% | -7.9% |
| 30D | -29.6% | -14.5% | -15.1% | -24.5% |
| 3M | -39.1% | +25.0% | -64.1% | -43.6% |
| 6M | -25.2% | +83.0% | -108.2% | -41.5% |
| YTD | -5.1% | +38.3% | -43.4% | -27.3% |
| 1Y | +20.6% | +47.8% | -27.3% | -8.7% |
| All | +20.6% | +46.9% | -26.3% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling