+86.5%
TGT vs RBRK
+32.8%
+53.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.6% | -13.8% | +2.0% |
| 7D | -3.5% | +7.0% | -10.5% | -3.5% |
| 30D | +2.7% | -2.0% | +4.7% | +2.6% |
| 3M | +18.3% | +46.9% | -28.7% | +19.9% |
| 6M | +37.6% | +87.5% | -50.0% | +39.5% |
| YTD | +66.8% | +31.0% | +35.8% | +69.0% |
| All | +86.5% | +32.8% | +53.7% | +87.9% |
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 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