+134.2%
RBRK vs SONY
+47.9%
+86.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -3.4% |
| 7D | -7.5% | -2.7% | -4.8% | -6.2% |
| 30D | -10.4% | +1.5% | -12.0% | -11.6% |
| 3M | +21.3% | +13.0% | +8.3% | +12.6% |
| 6M | +50.6% | +11.2% | +39.4% | +39.9% |
| YTD | +13.3% | -6.6% | +19.9% | +16.5% |
| 1Y | +11.2% | -18.1% | +29.4% | +23.2% |
| All | +134.2% | +47.9% | +86.2% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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