-25.9%
STRL vs RBRK
+62.9%
-88.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.1% | -23.6% | -21.6% |
| 7D | -27.1% | -12.5% | -14.5% | -26.4% |
| 30D | -45.8% | -3.0% | -42.8% | -45.6% |
| 3M | -47.6% | +46.9% | -94.5% | -48.1% |
| 6M | -46.4% | +105.4% | -151.8% | -48.0% |
| YTD | -7.4% | +55.6% | -63.0% | -6.2% |
| 1Y | -25.9% | +63.9% | -89.8% | -23.1% |
| All | -25.9% | +62.9% | -88.7% | -23.1% |
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