-8.5%
RGTI vs RBRK
+5.6%
-14.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.7% |
| 7D | +0.5% | -7.5% | +8.0% | +3.4% |
| 30D | -17.1% | -10.4% | -6.7% | -14.2% |
| 3M | -26.0% | +21.3% | -47.3% | -32.2% |
| 6M | -9.9% | +50.6% | -60.5% | -25.8% |
| YTD | -31.1% | +13.3% | -44.4% | -41.0% |
| 1Y | -8.5% | +11.2% | -19.8% | -12.4% |
| All | -8.5% | +5.6% | -14.1% | -12.4% |
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