+21.2%
SLB vs RBRK
+124.5%
-103.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | -2.5% | -7.5% | +5.0% | -2.1% |
| 30D | +7.1% | -10.4% | +17.5% | +7.5% |
| 3M | +0.6% | +21.3% | -20.6% | -1.1% |
| 6M | +17.6% | +50.6% | -33.0% | +13.3% |
| YTD | +48.5% | +13.3% | +35.2% | +45.9% |
| 1Y | +59.4% | +11.2% | +48.1% | +56.2% |
| All | +21.2% | +124.5% | -103.3% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling