-34.7%
ROL vs RBRK
+62.9%
-97.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.6% | +2.8% |
| 7D | +14.6% | -12.5% | +27.1% | +14.4% |
| 30D | +29.3% | -3.0% | +32.3% | +29.1% |
| 3M | +2.0% | +46.9% | -44.9% | +2.2% |
| 6M | -28.5% | +105.4% | -133.9% | -28.2% |
| YTD | -35.3% | +55.6% | -90.9% | -34.9% |
| 1Y | -34.7% | +63.9% | -98.6% | -35.1% |
| All | -34.7% | +62.9% | -97.6% | -35.1% |
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