+64.5%
RBRK vs VSXY
+207.0%
-142.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.2% | +1.7% |
| 7D | -12.5% | +14.2% | -26.7% | -13.0% |
| 30D | -3.0% | +21.9% | -24.9% | -3.9% |
| 3M | +46.9% | +22.1% | +24.8% | +45.6% |
| 6M | +105.4% | +116.7% | -11.3% | +89.5% |
| YTD | +55.6% | +101.1% | -45.5% | +36.9% |
| All | +64.5% | +207.0% | -142.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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