+24.1%
STM vs RBRK
+124.5%
-100.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +2.0% |
| 7D | -1.4% | -7.5% | +6.1% | +0.1% |
| 30D | -4.9% | -10.4% | +5.5% | -3.2% |
| 3M | -34.0% | +21.3% | -55.3% | -37.0% |
| 6M | +51.8% | +50.6% | +1.2% | +36.7% |
| YTD | +99.4% | +13.3% | +86.1% | +90.3% |
| 1Y | +99.1% | +11.2% | +87.8% | +89.3% |
| All | +24.1% | +124.5% | -100.3% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling