+8.2%
RBRK vs SGI
-17.2%
+25.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.7% | +8.5% | -7.9% | -0.7% |
| 30D | +10.4% | +0.7% | +9.8% | +10.4% |
| 3M | +21.6% | +0.6% | +21.0% | +21.4% |
| 6M | +70.7% | -17.9% | +88.7% | +74.7% |
| YTD | +22.5% | -21.2% | +43.7% | +27.4% |
| 1Y | +8.2% | -18.9% | +27.1% | +12.9% |
| All | +8.2% | -17.2% | +25.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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