+140.3%
RBRK vs SPY
+55.9%
+84.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +1.2% |
| 7D | -3.5% | -2.0% | -1.5% | 0.0% |
| 30D | -8.3% | -1.7% | -6.6% | -5.2% |
| 3M | +24.7% | +4.7% | +19.9% | +15.2% |
| 6M | +58.9% | +12.5% | +46.4% | +29.3% |
| YTD | +16.3% | +11.7% | +4.5% | -4.1% |
| 1Y | +10.1% | +17.5% | -7.3% | -16.5% |
| All | +140.3% | +55.9% | +84.4% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling