+7.0%
WMT vs RBRK
+6.4%
+0.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.1% |
| 7D | +3.9% | +0.7% | +3.3% | +4.0% |
| 30D | -4.4% | +10.4% | -14.8% | -3.7% |
| 3M | -8.8% | +21.6% | -30.4% | -7.5% |
| 6M | -15.6% | +70.7% | -86.4% | -12.3% |
| YTD | -3.2% | +22.5% | -25.7% | -0.2% |
| 1Y | +7.0% | +8.2% | -1.2% | +10.1% |
| All | +7.0% | +6.4% | +0.6% | +10.1% |
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