-10.4%
RKT vs RBRK
+62.9%
-73.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.1% | +6.6% | +8.3% |
| 7D | +29.7% | -12.5% | +42.2% | +32.4% |
| 30D | +28.5% | -3.0% | +31.5% | +28.4% |
| 3M | +6.4% | +46.9% | -40.5% | -2.8% |
| 6M | +7.1% | +105.4% | -98.3% | -8.0% |
| YTD | -22.5% | +55.6% | -78.1% | -33.0% |
| 1Y | -10.4% | +63.9% | -74.3% | -20.9% |
| All | -10.4% | +62.9% | -73.3% | -20.9% |
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