+78.9%
ROST vs RBRK
+124.5%
-45.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.9% | +2.4% |
| 7D | +0.2% | -7.5% | +7.7% | +0.6% |
| 30D | -6.9% | -10.4% | +3.5% | -6.5% |
| 3M | -3.3% | +21.3% | -24.6% | -4.6% |
| 6M | +9.0% | +50.6% | -41.6% | +5.8% |
| YTD | +28.9% | +13.3% | +15.6% | +27.2% |
| 1Y | +54.0% | +11.2% | +42.7% | +51.7% |
| All | +78.9% | +124.5% | -45.6% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling