+88.7%
RIG vs RBRK
+6.4%
+82.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | +13.8% | +10.4% | +3.4% | +12.9% |
| 3M | -6.4% | +21.6% | -28.0% | -7.7% |
| 6M | -8.2% | +70.7% | -78.9% | -12.2% |
| YTD | +41.6% | +22.5% | +19.2% | +34.2% |
| 1Y | +88.7% | +8.2% | +80.5% | +77.1% |
| All | +88.7% | +6.4% | +82.3% | +77.1% |
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