+134.2%
RBRK vs SPXU
-73.3%
+207.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -4.0% |
| 7D | -7.5% | +2.5% | -10.0% | -6.1% |
| 30D | -10.4% | +4.2% | -14.6% | -7.7% |
| 3M | +21.3% | -9.3% | +30.5% | +16.2% |
| 6M | +50.6% | -30.7% | +81.3% | +25.0% |
| YTD | +13.3% | -28.1% | +41.4% | -2.8% |
| 1Y | +11.2% | -35.2% | +46.5% | -8.7% |
| All | +134.2% | -73.3% | +207.4% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling