+46.2%
RBRK vs SIRI
+59.1%
-12.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.5% | -10.6% | -11.1% |
| 7D | -20.9% | +15.9% | -36.7% | -21.7% |
| 30D | -15.9% | +26.0% | -42.0% | -17.5% |
| 3M | +24.7% | +9.2% | +15.5% | +24.0% |
| 6M | +85.1% | +28.3% | +56.8% | +80.7% |
| YTD | +38.3% | +71.5% | -33.2% | +28.9% |
| 1Y | +46.2% | +55.0% | -8.8% | +47.8% |
| All | +46.2% | +59.1% | -12.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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