+22.3%
STM vs RBRK
+130.3%
-108.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.1% | -3.5% | +2.5% | -0.4% |
| 30D | -7.8% | -8.3% | +0.5% | -6.6% |
| 3M | -28.2% | +24.7% | -52.9% | -31.8% |
| 6M | +52.0% | +58.9% | -6.9% | +35.3% |
| YTD | +96.4% | +16.3% | +80.1% | +86.5% |
| 1Y | +98.8% | +10.1% | +88.7% | +89.6% |
| All | +22.3% | +130.3% | -108.1% | -6.5% |
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