+148.6%
TE vs RBRK
+6.4%
+142.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.7% |
| 7D | -4.0% | +0.7% | -4.6% | -4.2% |
| 30D | -15.9% | +10.4% | -26.4% | -20.4% |
| 3M | -60.5% | +21.6% | -82.2% | -64.1% |
| 6M | -35.2% | +70.7% | -105.9% | -49.3% |
| YTD | -31.1% | +22.5% | -53.6% | -37.3% |
| 1Y | +148.6% | +8.2% | +140.4% | +134.8% |
| All | +148.6% | +6.4% | +142.2% | +134.8% |
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