+255.3%
TER vs RBRK
+130.1%
+125.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.7% |
| 7D | +12.4% | +1.9% | +10.5% | +11.9% |
| 30D | +5.1% | -9.3% | +14.4% | +6.6% |
| 3M | +4.0% | +23.8% | -19.8% | -1.0% |
| 6M | +29.5% | +55.4% | -25.8% | +16.4% |
| YTD | +98.5% | +16.1% | +82.3% | +89.1% |
| 1Y | +234.1% | -9.8% | +243.9% | +234.6% |
| All | +255.3% | +130.1% | +125.2% | +176.9% |
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