+147.6%
RBRK vs SUI
+9.3%
+138.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | +3.7% | -3.1% | +6.8% | +3.7% |
| 30D | +1.7% | -2.3% | +4.0% | +1.7% |
| 3M | +27.7% | -2.8% | +30.6% | +27.6% |
| 6M | +60.3% | -12.4% | +72.6% | +61.8% |
| YTD | +19.8% | -3.3% | +23.1% | +19.4% |
| 1Y | -4.2% | -5.8% | +1.7% | -4.1% |
| All | +147.6% | +9.3% | +138.3% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 all: compounded portfolio wealth divided by compounded SUI 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…
all analysis · Full analysis span regression · 6 months rolling