+101.4%
WMB vs RBRK
+124.5%
-23.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -1.0% | -7.5% | +6.5% | -0.6% |
| 30D | -0.4% | -10.4% | +10.0% | +0.1% |
| 3M | +3.2% | +21.3% | -18.1% | +1.4% |
| 6M | +0.1% | +50.6% | -50.6% | -3.8% |
| YTD | +23.9% | +13.3% | +10.6% | +22.1% |
| 1Y | +27.6% | +11.2% | +16.4% | +25.4% |
| All | +101.4% | +124.5% | -23.1% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling