+32.4%
USB vs RBRK
+44.7%
-12.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.5% | -8.2% | +7.6% | -0.5% |
| 30D | +5.7% | -9.0% | +14.7% | +5.8% |
| 3M | -4.7% | +12.7% | -17.4% | -4.9% |
| 6M | +13.4% | +75.7% | -62.3% | +12.0% |
| YTD | +17.0% | +42.9% | -25.9% | +14.4% |
| 1Y | +32.4% | +44.5% | -12.1% | +29.7% |
| All | +32.4% | +44.7% | -12.4% | +29.7% |
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