+63.9%
RBRK vs SPXU
-30.4%
+94.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | -0.7% |
| 7D | -12.5% | +2.2% | -14.7% | -11.1% |
| 30D | -3.0% | +3.8% | -6.8% | -0.2% |
| 3M | +46.9% | +3.3% | +43.6% | +51.8% |
| 6M | +105.4% | -16.7% | +122.1% | +92.7% |
| YTD | +55.6% | -28.6% | +84.2% | +38.1% |
| 1Y | +63.9% | -30.6% | +94.5% | +44.7% |
| All | +63.9% | -30.4% | +94.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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