+140.1%
RBRK vs SN
+168.6%
-28.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.0% |
| 7D | +1.9% | -3.4% | +5.3% | +3.1% |
| 30D | -9.3% | -9.1% | -0.2% | -6.2% |
| 3M | +23.8% | +31.8% | -8.0% | +13.6% |
| 6M | +55.4% | +52.0% | +3.3% | +34.8% |
| YTD | +16.1% | +51.3% | -35.2% | +0.6% |
| 1Y | -9.8% | +46.9% | -56.7% | -21.3% |
| All | +140.1% | +168.6% | -28.5% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling