+52.1%
URI vs RBRK
+130.1%
-78.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.7% |
| 7D | +5.0% | +1.9% | +3.1% | +4.7% |
| 30D | -9.4% | -9.3% | -0.1% | -8.7% |
| 3M | -5.8% | +23.8% | -29.6% | -9.0% |
| 6M | +25.8% | +55.4% | -29.5% | +16.8% |
| YTD | +27.9% | +16.1% | +11.8% | +24.0% |
| 1Y | +9.7% | -9.8% | +19.5% | +10.2% |
| All | +52.1% | +130.1% | -78.0% | +26.3% |
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