+8.2%
RBRK vs STLD
+89.3%
-81.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.6% |
| 7D | +0.7% | +3.1% | -2.5% | +0.8% |
| 30D | +10.4% | -9.0% | +19.4% | +9.4% |
| 3M | +21.6% | -12.4% | +34.0% | +21.9% |
| 6M | +70.7% | +25.5% | +45.2% | +68.3% |
| YTD | +22.5% | +43.6% | -21.1% | +22.3% |
| 1Y | +8.2% | +87.2% | -79.0% | +5.5% |
| All | +8.2% | +89.3% | -81.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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