+208.4%
TPR vs RBRK
+130.3%
+78.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -5.1% | -3.5% | -1.6% | -4.8% |
| 30D | -27.6% | -8.3% | -19.3% | -27.4% |
| 3M | -17.5% | +24.7% | -42.1% | -20.4% |
| 6M | -21.3% | +58.9% | -80.2% | -27.2% |
| YTD | -8.5% | +16.3% | -24.7% | -11.3% |
| 1Y | +11.5% | +10.1% | +1.3% | +8.1% |
| All | +208.4% | +130.3% | +78.1% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling