+134.2%
RBRK vs STT
+179.5%
-45.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.4% |
| 7D | -7.5% | -0.4% | -7.1% | -7.2% |
| 30D | -10.4% | +1.7% | -12.2% | -11.7% |
| 3M | +21.3% | +17.9% | +3.4% | +5.8% |
| 6M | +50.6% | +55.3% | -4.6% | +3.4% |
| YTD | +13.3% | +52.7% | -39.4% | -21.6% |
| 1Y | +11.2% | +75.7% | -64.4% | -32.2% |
| All | +134.2% | +179.5% | -45.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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