+63.9%
RBRK vs SAN
+23.5%
+40.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +1.3% |
| 7D | -12.5% | +4.5% | -17.0% | -13.0% |
| 30D | -3.0% | -12.1% | +9.1% | -1.4% |
| 3M | +46.9% | -15.6% | +62.5% | +49.6% |
| 6M | +105.4% | +5.8% | +99.6% | +103.3% |
| YTD | +55.6% | +5.5% | +50.1% | +52.2% |
| 1Y | +63.9% | +23.6% | +40.3% | +52.5% |
| All | +63.9% | +23.5% | +40.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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