+47.8%
USAR vs RBRK
+124.5%
-76.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.0% |
| 7D | -11.6% | -7.5% | -4.1% | -8.8% |
| 30D | -15.5% | -10.4% | -5.1% | -12.4% |
| 3M | -31.0% | +21.3% | -52.3% | -37.3% |
| 6M | -26.2% | +50.6% | -76.9% | -39.0% |
| YTD | +30.8% | +13.3% | +17.5% | +19.5% |
| 1Y | +7.1% | +11.2% | -4.2% | -2.3% |
| All | +47.8% | +124.5% | -76.6% | +9.1% |
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