+36.5%
USB vs RBRK
+62.9%
-26.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.9% |
| 7D | +2.4% | -12.5% | +14.9% | +2.5% |
| 30D | +6.6% | -3.0% | +9.6% | +6.6% |
| 3M | -4.1% | +46.9% | -51.0% | -4.6% |
| 6M | +12.5% | +105.4% | -92.9% | +10.8% |
| YTD | +17.6% | +55.6% | -37.9% | +15.0% |
| 1Y | +36.5% | +63.9% | -27.4% | +34.0% |
| All | +36.5% | +62.9% | -26.4% | +34.0% |
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