+60.6%
VUG vs RBRK
+130.3%
-69.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.9% | -3.5% | +1.6% | -1.3% |
| 30D | -1.6% | -8.3% | +6.7% | -0.6% |
| 3M | +4.4% | +24.7% | -20.3% | -0.3% |
| 6M | +13.2% | +58.9% | -45.7% | +3.0% |
| YTD | +7.5% | +16.3% | -8.8% | +2.7% |
| 1Y | +12.5% | +10.1% | +2.3% | +7.7% |
| All | +60.6% | +130.3% | -69.7% | +31.6% |
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