+70.5%
RF vs RBRK
+124.5%
-54.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | -1.0% | -7.5% | +6.5% | -0.3% |
| 30D | -3.7% | -10.4% | +6.7% | -3.0% |
| 3M | +5.3% | +21.3% | -15.9% | +3.0% |
| 6M | +17.2% | +50.6% | -33.4% | +11.5% |
| YTD | +14.5% | +13.3% | +1.2% | +11.8% |
| 1Y | +15.9% | +11.2% | +4.7% | +12.9% |
| All | +70.5% | +124.5% | -54.0% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling