+11.2%
RBRK vs SPXS
-36.2%
+47.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -3.9% |
| 7D | -7.5% | +2.5% | -10.0% | -6.2% |
| 30D | -10.4% | +4.2% | -14.6% | -7.9% |
| 3M | +21.3% | -9.3% | +30.6% | +17.0% |
| 6M | +50.6% | -30.7% | +81.3% | +27.6% |
| YTD | +13.3% | -28.1% | +41.4% | -0.4% |
| 1Y | +11.2% | -35.1% | +46.3% | -6.0% |
| All | +11.2% | -36.2% | +47.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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