-9.4%
TEAM vs RBRK
+124.5%
-133.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.2% |
| 7D | -5.2% | -7.5% | +2.3% | -1.9% |
| 30D | +15.8% | -10.4% | +26.2% | +20.4% |
| 3M | +101.5% | +21.3% | +80.2% | +83.5% |
| 6M | +138.2% | +50.6% | +87.5% | +99.5% |
| YTD | +10.8% | +13.3% | -2.5% | +2.1% |
| 1Y | +1.7% | +11.2% | -9.6% | -7.3% |
| All | -9.4% | +124.5% | -133.9% | -37.6% |
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