+12.6%
TMUS vs RBRK
+130.3%
-117.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | -3.5% | -2.3% | -5.8% |
| 30D | -0.2% | -8.3% | +8.1% | -0.4% |
| 3M | -4.0% | +24.7% | -28.6% | -3.6% |
| 6M | -18.1% | +58.9% | -77.0% | -17.3% |
| YTD | -11.3% | +16.3% | -27.6% | -10.3% |
| 1Y | -24.7% | +10.1% | -34.9% | -23.9% |
| All | +12.6% | +130.3% | -117.7% | +12.3% |
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