-18.9%
ROL vs RBRK
+124.5%
-143.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -3.2% | -7.5% | +4.3% | -3.0% |
| 30D | -4.9% | -10.4% | +5.5% | -4.8% |
| 3M | -25.8% | +21.3% | -47.1% | -26.2% |
| 6M | -37.6% | +50.6% | -88.2% | -38.2% |
| YTD | -41.5% | +13.3% | -54.8% | -41.7% |
| 1Y | -39.5% | +11.2% | -50.7% | -39.9% |
| All | -18.9% | +124.5% | -143.4% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling