+3.9%
TGT vs RBRK
+124.5%
-120.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | -5.2% | -7.5% | +2.3% | -4.9% |
| 30D | +1.2% | -10.4% | +11.6% | +1.6% |
| 3M | +18.4% | +21.3% | -2.9% | +17.1% |
| 6M | +33.4% | +50.6% | -17.2% | +30.0% |
| YTD | +63.8% | +13.3% | +50.5% | +62.3% |
| 1Y | +77.2% | +11.2% | +65.9% | +75.1% |
| All | +3.9% | +124.5% | -120.6% | -8.8% |
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 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