+96.5%
STM vs RBRK
+62.9%
+33.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.2% | -6.3% |
| 7D | -6.0% | -12.5% | +6.5% | -4.5% |
| 30D | -20.9% | -3.0% | -17.9% | -20.6% |
| 3M | -15.8% | +46.9% | -62.7% | -19.0% |
| 6M | -17.0% | +105.4% | -122.5% | -23.4% |
| YTD | +76.8% | +55.6% | +21.2% | +68.1% |
| 1Y | +96.5% | +63.9% | +32.6% | +87.0% |
| All | +96.5% | +62.9% | +33.6% | +87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling