+134.2%
RBRK vs SGI
+38.3%
+95.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -7.5% | -4.5% | -3.0% | -6.3% |
| 30D | -10.4% | +4.2% | -14.6% | -11.6% |
| 3M | +21.3% | -7.4% | +28.7% | +23.6% |
| 6M | +50.6% | -15.1% | +65.7% | +55.5% |
| YTD | +13.3% | -24.7% | +38.0% | +21.9% |
| 1Y | +11.2% | -21.8% | +33.0% | +18.1% |
| All | +134.2% | +38.3% | +95.9% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling