+134.2%
RBRK vs VSXY
+356.5%
-222.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -3.0% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -10.4% | -18.7% | +8.3% | -8.0% |
| 3M | +21.3% | -4.0% | +25.2% | +21.0% |
| 6M | +50.6% | +67.5% | -16.8% | +31.3% |
| YTD | +13.3% | +39.7% | -26.4% | +1.7% |
| 1Y | +11.2% | +180.0% | -168.7% | -15.8% |
| All | +134.2% | +356.5% | -222.4% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling