+64.5%
USB vs RBRK
+183.1%
-118.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.5% | -8.2% | +7.6% | +0.1% |
| 30D | +5.7% | -9.0% | +14.7% | +6.4% |
| 3M | -4.7% | +12.7% | -17.4% | -6.3% |
| 6M | +13.4% | +75.7% | -62.3% | +5.9% |
| YTD | +17.0% | +42.9% | -25.9% | +11.2% |
| 1Y | +32.4% | +44.5% | -12.1% | +25.1% |
| All | +64.5% | +183.1% | -118.5% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling