+88.5%
U vs RBRK
+124.5%
-36.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +5.5% |
| 7D | +5.5% | -7.5% | +13.0% | +8.7% |
| 30D | -1.3% | -10.4% | +9.1% | +1.7% |
| 3M | +64.6% | +21.3% | +43.3% | +47.9% |
| 6M | +119.4% | +50.6% | +68.7% | +77.7% |
| YTD | -0.5% | +13.3% | -13.8% | -10.1% |
| 1Y | +1.3% | +11.2% | -10.0% | -8.5% |
| All | +88.5% | +124.5% | -36.0% | +30.6% |
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