+199.8%
TER vs RBRK
+6.4%
+193.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +5.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -8.3% | +10.4% | -18.8% | -8.7% |
| 3M | -12.2% | +21.6% | -33.9% | -13.0% |
| 6M | +17.0% | +70.7% | -53.7% | +12.8% |
| YTD | +84.6% | +22.5% | +62.1% | +84.2% |
| 1Y | +199.8% | +8.2% | +191.6% | +203.4% |
| All | +199.8% | +6.4% | +193.4% | +203.4% |
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