-16.3%
TTWO vs RBRK
+46.1%
-62.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -11.1% | +13.3% | +3.9% |
| 7D | +10.3% | -20.9% | +31.2% | +14.4% |
| 30D | +5.3% | -15.9% | +21.3% | +7.9% |
| 3M | -9.2% | +24.7% | -33.9% | -14.2% |
| 6M | -4.4% | +85.1% | -89.5% | -18.3% |
| YTD | -16.7% | +38.3% | -54.9% | -29.3% |
| 1Y | -16.3% | +46.2% | -62.4% | -28.9% |
| All | -16.3% | +46.1% | -62.3% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling