+5.8%
TGT vs RBRK
+159.6%
-153.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.6% | -13.8% | +1.1% |
| 7D | -3.5% | +7.0% | -10.5% | -3.8% |
| 30D | +2.7% | -2.0% | +4.7% | +2.7% |
| 3M | +18.3% | +46.9% | -28.7% | +15.9% |
| 6M | +37.6% | +87.5% | -50.0% | +32.3% |
| YTD | +66.8% | +31.0% | +35.8% | +64.1% |
| 1Y | +83.6% | +34.5% | +49.1% | +79.4% |
| All | +5.8% | +159.6% | -153.8% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling