+17.6%
UL vs RBRK
+124.5%
-106.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.5% |
| 7D | -3.4% | -7.5% | +4.1% | -3.7% |
| 30D | +0.5% | -10.4% | +10.9% | +0.1% |
| 3M | +7.2% | +21.3% | -14.0% | +8.4% |
| 6M | -3.1% | +50.6% | -53.7% | -0.9% |
| YTD | -2.7% | +13.3% | -16.0% | -1.1% |
| 1Y | -10.2% | +11.2% | -21.5% | -8.7% |
| All | +17.6% | +124.5% | -106.9% | +20.5% |
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