+134.2%
RBRK vs PSKY
-12.0%
+146.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.8% |
| 7D | -7.5% | -2.4% | -5.1% | -7.2% |
| 30D | -10.4% | +11.6% | -22.0% | -11.5% |
| 3M | +21.3% | +1.5% | +19.7% | +20.8% |
| 6M | +50.6% | +7.7% | +42.9% | +49.3% |
| YTD | +13.3% | -20.1% | +33.4% | +14.6% |
| 1Y | +11.2% | -38.3% | +49.5% | +15.0% |
| All | +134.2% | -12.0% | +146.2% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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