+29.3%
V vs RBRK
+62.9%
-33.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.8% |
| 7D | +9.0% | -12.5% | +21.5% | +9.4% |
| 30D | +18.1% | -3.0% | +21.1% | +18.0% |
| 3M | +18.3% | +46.9% | -28.6% | +16.3% |
| 6M | +34.1% | +105.4% | -71.3% | +29.5% |
| YTD | +25.2% | +55.6% | -30.4% | +21.1% |
| 1Y | +29.3% | +63.9% | -34.6% | +23.4% |
| All | +29.3% | +62.9% | -33.6% | +23.4% |
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