+400.0%
STRL vs RBRK
+124.5%
+275.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +5.9% |
| 7D | +5.0% | -7.5% | +12.5% | +6.6% |
| 30D | -6.9% | -10.4% | +3.5% | -5.1% |
| 3M | -39.1% | +21.3% | -60.3% | -41.9% |
| 6M | +21.5% | +50.6% | -29.1% | +9.3% |
| YTD | +66.9% | +13.3% | +53.6% | +59.8% |
| 1Y | +61.6% | +11.2% | +50.4% | +54.9% |
| All | +400.0% | +124.5% | +275.6% | +296.6% |
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