+3.4%
UBER vs RBRK
+124.5%
-121.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -5.4% | -7.5% | +2.1% | -4.2% |
| 30D | -4.9% | -10.4% | +5.5% | -3.9% |
| 3M | +3.0% | +21.3% | -18.2% | -1.7% |
| 6M | -4.4% | +50.6% | -55.0% | -13.1% |
| YTD | -12.3% | +13.3% | -25.6% | -16.4% |
| 1Y | -24.3% | +11.2% | -35.5% | -28.2% |
| All | +3.4% | +124.5% | -121.1% | -18.8% |
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