+34.4%
UNP vs RBRK
+5.6%
+28.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.6% |
| 7D | -1.8% | -7.5% | +5.7% | -2.0% |
| 30D | -2.7% | -10.4% | +7.7% | -2.9% |
| 3M | +6.5% | +21.3% | -14.8% | +7.8% |
| 6M | +14.4% | +50.6% | -36.3% | +16.9% |
| YTD | +24.8% | +13.3% | +11.5% | +27.6% |
| 1Y | +34.4% | +11.2% | +23.2% | +38.2% |
| All | +34.4% | +5.6% | +28.8% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling