+105.2%
UAL vs RBRK
+124.5%
-19.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.7% |
| 7D | -1.4% | -7.5% | +6.1% | +0.2% |
| 30D | -12.2% | -10.4% | -1.8% | -10.8% |
| 3M | -2.5% | +21.3% | -23.8% | -8.0% |
| 6M | +21.1% | +50.6% | -29.5% | +7.1% |
| YTD | -1.8% | +13.3% | -15.1% | -7.5% |
| 1Y | +0.4% | +11.2% | -10.8% | -6.0% |
| All | +105.2% | +124.5% | -19.2% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling