+134.2%
RBRK vs SPY
+57.2%
+76.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -4.0% |
| 7D | -7.5% | -0.8% | -6.7% | -6.3% |
| 30D | -10.4% | -1.1% | -9.4% | -8.4% |
| 3M | +21.3% | +3.9% | +17.4% | +13.8% |
| 6M | +50.6% | +13.6% | +37.0% | +20.4% |
| YTD | +13.3% | +12.7% | +0.6% | -7.9% |
| 1Y | +11.2% | +17.5% | -6.3% | -15.7% |
| All | +134.2% | +57.2% | +76.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling