+134.2%
RBRK vs SIRI
+4.1%
+130.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | -7.5% | +0.6% | -8.0% | -7.6% |
| 30D | -10.4% | +2.5% | -12.9% | -11.1% |
| 3M | +21.3% | +6.6% | +14.7% | +19.0% |
| 6M | +50.6% | +32.9% | +17.8% | +39.1% |
| YTD | +13.3% | +50.5% | -37.2% | +0.4% |
| 1Y | +11.2% | +28.0% | -16.7% | +3.0% |
| All | +134.2% | +4.1% | +130.1% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling