+58.9%
RBRK vs SGI
-17.0%
+75.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | -3.5% | -4.9% | +1.4% | -2.9% |
| 30D | -8.3% | +1.6% | -9.9% | -8.2% |
| 3M | +24.7% | -3.2% | +27.8% | +25.7% |
| 6M | +58.9% | -16.0% | +75.0% | +58.6% |
| All | +58.9% | -17.0% | +75.9% | +58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling