+67.8%
USB vs RBRK
+137.4%
-69.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +2.1% | +3.7% | -1.6% | +1.7% |
| 30D | -2.3% | +1.7% | -4.0% | -2.7% |
| 3M | +13.9% | +27.7% | -13.9% | +10.5% |
| 6M | +21.6% | +60.3% | -38.7% | +14.3% |
| YTD | +19.3% | +19.8% | -0.5% | +15.6% |
| 1Y | +33.6% | -4.2% | +37.7% | +32.3% |
| All | +67.8% | +137.4% | -69.6% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling