+46.2%
SLB vs RBRK
+62.9%
-16.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.1% |
| 7D | -4.1% | -12.5% | +8.4% | -4.2% |
| 30D | +2.5% | -3.0% | +5.6% | +2.5% |
| 3M | +2.0% | +46.9% | -44.9% | +3.1% |
| 6M | -6.3% | +105.4% | -111.7% | -4.8% |
| YTD | +36.5% | +55.6% | -19.0% | +37.1% |
| 1Y | +46.2% | +63.9% | -17.7% | +46.8% |
| All | +46.2% | +62.9% | -16.7% | +46.8% |
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