+63.9%
RBRK vs STLD
+59.7%
+4.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.2% | +1.8% |
| 7D | -12.5% | -3.9% | -8.6% | -12.9% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +46.9% | -9.2% | +56.1% | +44.6% |
| 6M | +105.4% | +5.0% | +100.4% | +106.7% |
| YTD | +55.6% | +42.8% | +12.8% | +68.4% |
| 1Y | +63.9% | +60.1% | +3.8% | +72.3% |
| All | +63.9% | +59.7% | +4.2% | +72.3% |
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