+6.5%
ROK vs RBRK
+46.1%
-39.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -11.1% | -3.0% | -13.3% |
| 7D | -15.6% | -20.9% | +5.3% | -14.3% |
| 30D | -15.5% | -15.9% | +0.5% | -14.4% |
| 3M | -15.1% | +24.7% | -39.7% | -15.5% |
| 6M | -12.0% | +85.1% | -97.1% | -15.3% |
| YTD | -1.1% | +38.3% | -39.4% | -3.1% |
| 1Y | +6.5% | +46.2% | -39.7% | +5.0% |
| All | +6.5% | +46.1% | -39.6% | +5.0% |
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