+80.4%
U vs RBRK
+130.3%
-49.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | 0.0% | -3.5% | +3.5% | +1.3% |
| 30D | -4.1% | -8.3% | +4.2% | -2.1% |
| 3M | +57.8% | +24.7% | +33.1% | +40.3% |
| 6M | +103.5% | +58.9% | +44.6% | +61.3% |
| YTD | -4.8% | +16.3% | -21.0% | -14.8% |
| 1Y | -2.4% | +10.1% | -12.5% | -11.5% |
| All | +80.4% | +130.3% | -49.9% | +23.8% |
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