+34.0%
USB vs RBRK
+6.4%
+27.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | +1.4% | +0.7% | +0.8% | +1.4% |
| 30D | -1.3% | +10.4% | -11.8% | -1.6% |
| 3M | +15.2% | +21.6% | -6.4% | +14.7% |
| 6M | +18.8% | +70.7% | -51.9% | +16.4% |
| YTD | +21.0% | +22.5% | -1.5% | +19.1% |
| 1Y | +34.0% | +8.2% | +25.8% | +32.1% |
| All | +34.0% | +6.4% | +27.6% | +32.1% |
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 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