+46.3%
URI vs RBRK
+130.3%
-84.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -0.5% | -3.5% | +3.0% | -0.1% |
| 30D | -13.4% | -8.3% | -5.1% | -12.8% |
| 3M | -6.2% | +24.7% | -30.9% | -9.5% |
| 6M | +28.0% | +58.9% | -30.9% | +18.3% |
| YTD | +23.0% | +16.3% | +6.7% | +19.2% |
| 1Y | +5.5% | +10.1% | -4.6% | +2.5% |
| All | +46.3% | +130.3% | -84.1% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling