+46.2%
RBRK vs SPYG
+4.8%
+41.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -5.8% | -5.4% | -3.5% |
| 7D | -20.9% | -7.0% | -13.9% | -12.4% |
| 30D | -15.9% | -12.1% | -3.8% | -0.2% |
| 3M | +24.7% | -9.0% | +33.6% | +42.2% |
| 6M | +85.1% | -2.0% | +87.1% | +93.2% |
| YTD | +38.3% | +4.6% | +33.7% | +34.5% |
| 1Y | +46.2% | +4.4% | +41.7% | +42.9% |
| All | +46.2% | +4.8% | +41.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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