+103.9%
RTX vs RBRK
+130.3%
-26.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -3.5% | +1.5% | -1.9% |
| 30D | -11.2% | -8.3% | -2.9% | -11.0% |
| 3M | +12.0% | +24.7% | -12.6% | +11.1% |
| 6M | -3.6% | +58.9% | -62.5% | -5.3% |
| YTD | +9.2% | +16.3% | -7.1% | +8.4% |
| 1Y | +29.7% | +10.1% | +19.6% | +28.8% |
| All | +103.9% | +130.3% | -26.4% | +100.5% |
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