+99.8%
WMB vs RBRK
+130.3%
-30.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -1.7% | -3.5% | +1.8% | -1.4% |
| 30D | +0.7% | -8.3% | +9.0% | +1.1% |
| 3M | +1.5% | +24.7% | -23.1% | -0.4% |
| 6M | +0.1% | +58.9% | -58.8% | -4.2% |
| YTD | +22.9% | +16.3% | +6.7% | +21.0% |
| 1Y | +27.9% | +10.1% | +17.7% | +26.0% |
| All | +99.8% | +130.3% | -30.5% | +79.9% |
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