-34.7%
TSCO vs RBRK
+124.5%
-159.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -5.7% | -7.5% | +1.8% | -5.5% |
| 30D | -8.8% | -10.4% | +1.7% | -8.6% |
| 3M | +6.3% | +21.3% | -14.9% | +5.7% |
| 6M | -32.3% | +50.6% | -82.9% | -32.9% |
| YTD | -32.7% | +13.3% | -46.0% | -32.8% |
| 1Y | -43.7% | +11.2% | -54.9% | -43.8% |
| All | -34.7% | +124.5% | -159.2% | -36.0% |
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