+63.9%
RBRK vs STZ
+14.7%
+49.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +4.0% |
| 7D | -12.5% | +13.0% | -25.5% | -8.4% |
| 30D | -3.0% | +29.4% | -32.4% | +6.0% |
| 3M | +46.9% | +11.6% | +35.3% | +53.2% |
| 6M | +105.4% | -0.2% | +105.6% | +106.6% |
| YTD | +55.6% | +8.6% | +47.0% | +46.6% |
| 1Y | +63.9% | +15.9% | +48.0% | +57.6% |
| All | +63.9% | +14.7% | +49.2% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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