+26.9%
WMT vs RBRK
+46.1%
-19.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.1% | +10.0% | -1.7% |
| 7D | +5.3% | -20.9% | +26.2% | +4.2% |
| 30D | +19.1% | -15.9% | +35.1% | +18.3% |
| 3M | +14.0% | +24.7% | -10.7% | +15.5% |
| 6M | -1.9% | +85.1% | -87.0% | +2.4% |
| YTD | +15.4% | +38.3% | -22.9% | +20.2% |
| 1Y | +26.9% | +46.2% | -19.2% | +32.5% |
| All | +26.9% | +46.1% | -19.2% | +32.5% |
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 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