+103.5%
RTX vs RBRK
+124.5%
-21.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | -1.5% | -7.5% | +5.9% | -1.3% |
| 30D | -11.0% | -10.4% | -0.5% | -10.7% |
| 3M | +7.7% | +21.3% | -13.6% | +6.9% |
| 6M | -3.9% | +50.6% | -54.6% | -5.5% |
| YTD | +9.0% | +13.3% | -4.3% | +8.3% |
| 1Y | +27.3% | +11.2% | +16.0% | +26.2% |
| All | +103.5% | +124.5% | -21.0% | +100.2% |
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