+36.1%
V vs RBRK
+130.1%
-94.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.0% |
| 30D | +1.9% | -9.3% | +11.2% | +2.3% |
| 3M | +13.2% | +23.8% | -10.6% | +11.0% |
| 6M | +16.7% | +55.4% | -38.6% | +11.9% |
| YTD | +5.4% | +16.1% | -10.7% | +3.1% |
| 1Y | +7.7% | -9.8% | +17.5% | +7.2% |
| All | +36.1% | +130.1% | -94.0% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling