+134.2%
RBRK vs SAN
+220.5%
-86.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.5% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -10.4% | +0.9% | -11.4% | -10.9% |
| 3M | +21.3% | +19.1% | +2.2% | +11.9% |
| 6M | +50.6% | +33.2% | +17.4% | +30.5% |
| YTD | +13.3% | +29.1% | -15.8% | -2.2% |
| 1Y | +11.2% | +50.2% | -39.0% | -13.2% |
| All | +134.2% | +220.5% | -86.3% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling