+14.2%
RKT vs RBRK
+124.5%
-110.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.2% |
| 7D | -6.3% | -7.5% | +1.2% | -5.5% |
| 30D | -6.2% | -10.4% | +4.2% | -5.3% |
| 3M | -1.9% | +21.3% | -23.1% | -3.5% |
| 6M | -13.0% | +50.6% | -63.6% | -16.2% |
| YTD | -31.9% | +13.3% | -45.2% | -33.8% |
| 1Y | -37.6% | +11.2% | -48.8% | -39.3% |
| All | +14.2% | +124.5% | -110.3% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling