+23.8%
ROK vs RBRK
+5.6%
+18.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.8% |
| 7D | -1.2% | -7.5% | +6.2% | -0.9% |
| 30D | -4.8% | -10.4% | +5.6% | -4.4% |
| 3M | -6.1% | +21.3% | -27.4% | -7.6% |
| 6M | +15.5% | +50.6% | -35.2% | +11.1% |
| YTD | +11.2% | +13.3% | -2.1% | +9.1% |
| 1Y | +23.8% | +11.2% | +12.6% | +21.9% |
| All | +23.8% | +5.6% | +18.2% | +21.9% |
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