+2.2%
TLT vs RBRK
+130.3%
-128.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.6% | -3.5% | +1.9% | -1.6% |
| 30D | -1.3% | -8.3% | +6.9% | -1.4% |
| 3M | -3.7% | +24.7% | -28.4% | -3.5% |
| 6M | -6.4% | +58.9% | -65.3% | -5.9% |
| YTD | -4.5% | +16.3% | -20.7% | -4.4% |
| 1Y | -5.9% | +10.1% | -16.0% | -5.7% |
| All | +2.2% | +130.3% | -128.2% | +5.1% |
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 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