+202.7%
TPR vs RBRK
+130.1%
+72.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -3.0% |
| 7D | -7.3% | +1.9% | -9.2% | -7.5% |
| 30D | -30.7% | -9.3% | -21.4% | -30.5% |
| 3M | -21.6% | +23.8% | -45.4% | -24.4% |
| 6M | -21.3% | +55.4% | -76.7% | -26.9% |
| YTD | -10.2% | +16.1% | -26.3% | -13.0% |
| 1Y | +9.5% | -9.8% | +19.3% | +9.8% |
| All | +202.7% | +130.1% | +72.6% | +161.7% |
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 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