+251.6%
TER vs RBRK
+124.5%
+127.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.0% |
| 7D | +6.4% | -7.5% | +13.8% | +7.7% |
| 30D | -5.7% | -10.4% | +4.7% | -4.2% |
| 3M | -0.4% | +21.3% | -21.7% | -4.9% |
| 6M | +25.8% | +50.6% | -24.8% | +13.7% |
| YTD | +96.4% | +13.3% | +83.1% | +88.0% |
| 1Y | +229.2% | +11.2% | +218.0% | +214.5% |
| All | +251.6% | +124.5% | +127.1% | +175.1% |
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