+6.5%
SPGI vs RBRK
+130.3%
-123.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -8.9% | -3.5% | -5.4% | -8.6% |
| 30D | +0.6% | -8.3% | +8.9% | +1.2% |
| 3M | +2.0% | +24.7% | -22.7% | -0.9% |
| 6M | +0.1% | +58.9% | -58.8% | -5.6% |
| YTD | -16.4% | +16.3% | -32.7% | -19.5% |
| 1Y | -18.9% | +10.1% | -29.1% | -21.9% |
| All | +6.5% | +130.3% | -123.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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