+114.7%
TSLA vs RBRK
+124.5%
-9.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.2% |
| 7D | +3.2% | -7.5% | +10.7% | +5.3% |
| 30D | +11.6% | -10.4% | +22.0% | +14.2% |
| 3M | -8.4% | +21.3% | -29.7% | -14.3% |
| 6M | -10.4% | +50.6% | -61.0% | -22.5% |
| YTD | -18.7% | +13.3% | -32.0% | -24.1% |
| 1Y | -0.9% | +11.2% | -12.2% | -8.5% |
| All | +114.7% | +124.5% | -9.7% | +57.4% |
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