+7.0%
MSTR vs RBRK
+130.1%
-123.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.5% |
| 7D | +7.7% | +1.9% | +5.8% | +7.2% |
| 30D | +36.3% | -9.3% | +45.6% | +41.7% |
| 3M | +13.4% | +23.8% | -10.4% | +2.7% |
| 6M | -4.5% | +55.4% | -59.9% | -23.0% |
| YTD | -12.7% | +16.1% | -28.8% | -21.2% |
| 1Y | -59.6% | -9.8% | -49.8% | -60.3% |
| All | +7.0% | +130.1% | -123.1% | -28.4% |
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