-9.5%
TEAM vs RBRK
+130.3%
-139.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -7.8% | -3.5% | -4.3% | -6.3% |
| 30D | +16.5% | -8.3% | +24.8% | +20.0% |
| 3M | +96.2% | +24.7% | +71.5% | +76.6% |
| 6M | +130.2% | +58.9% | +71.3% | +88.7% |
| YTD | +10.7% | +16.3% | -5.5% | +0.9% |
| 1Y | +3.0% | +10.1% | -7.1% | -6.1% |
| All | -9.5% | +130.3% | -139.8% | -38.3% |
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