+11.2%
RBRK vs SN
+38.1%
-26.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -7.5% | -7.3% | -0.2% | -5.2% |
| 30D | -10.4% | -13.6% | +3.2% | -5.9% |
| 3M | +21.3% | +18.6% | +2.7% | +17.1% |
| 6M | +50.6% | +46.0% | +4.7% | +36.1% |
| YTD | +13.3% | +43.7% | -30.4% | +2.4% |
| 1Y | +11.2% | +39.2% | -27.9% | +14.4% |
| All | +11.2% | +38.1% | -26.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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