+23.7%
WMB vs RBRK
+62.9%
-39.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -6.3% |
| 7D | -8.6% | -12.5% | +3.9% | -9.0% |
| 30D | -4.2% | -3.0% | -1.2% | -4.2% |
| 3M | -4.4% | +46.9% | -51.3% | -2.5% |
| 6M | -8.7% | +105.4% | -114.1% | -5.3% |
| YTD | +15.4% | +55.6% | -40.2% | +18.5% |
| 1Y | +23.7% | +63.9% | -40.2% | +28.8% |
| All | +23.7% | +62.9% | -39.1% | +28.8% |
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