+100.2%
UAL vs RBRK
+130.1%
-29.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.4% |
| 7D | -1.1% | +1.9% | -3.0% | -1.5% |
| 30D | -13.4% | -9.3% | -4.2% | -12.2% |
| 3M | -2.3% | +23.8% | -26.1% | -8.2% |
| 6M | +13.3% | +55.4% | -42.0% | -0.5% |
| YTD | -4.2% | +16.1% | -20.3% | -10.2% |
| 1Y | +1.4% | -9.8% | +11.2% | -0.1% |
| All | +100.2% | +130.1% | -29.9% | +51.7% |
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