+52.7%
ROST vs RBRK
+62.9%
-10.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +6.1% |
| 7D | +7.8% | -12.5% | +20.3% | +7.5% |
| 30D | +8.6% | -3.0% | +11.6% | +8.6% |
| 3M | -1.9% | +46.9% | -48.8% | -1.2% |
| 6M | +9.1% | +105.4% | -96.3% | +9.7% |
| YTD | +37.2% | +55.6% | -18.3% | +37.3% |
| 1Y | +52.7% | +63.9% | -11.2% | +52.7% |
| All | +52.7% | +62.9% | -10.2% | +52.7% |
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 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