+39.7%
RIG vs RBRK
+64.4%
-24.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.1% | -9.8% | -7.8% |
| 7D | -18.8% | -12.5% | -6.3% | -18.0% |
| 30D | -1.1% | -3.0% | +1.9% | -0.9% |
| 3M | +4.4% | +46.9% | -42.5% | +0.7% |
| 6M | -20.8% | +105.4% | -126.2% | -27.3% |
| YTD | +32.0% | +55.6% | -23.6% | +21.6% |
| All | +39.7% | +64.4% | -24.7% | +30.5% |
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