+66.8%
USB vs RBRK
+130.1%
-63.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -1.1% | +1.9% | -2.9% | -1.2% |
| 30D | -3.2% | -9.3% | +6.0% | -2.6% |
| 3M | +11.8% | +23.8% | -12.0% | +8.8% |
| 6M | +21.4% | +55.4% | -34.0% | +14.5% |
| YTD | +18.6% | +16.1% | +2.5% | +15.3% |
| 1Y | +30.8% | -9.8% | +40.6% | +30.5% |
| All | +66.8% | +130.1% | -63.3% | +41.2% |
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