+123.8%
STX vs RBRK
+62.9%
+60.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.1% | -10.3% | -8.4% |
| 7D | -20.2% | -12.5% | -7.7% | -19.1% |
| 30D | -37.2% | -3.0% | -34.2% | -36.9% |
| 3M | -34.1% | +46.9% | -81.0% | -36.1% |
| 6M | -24.5% | +105.4% | -129.9% | -29.7% |
| YTD | +102.9% | +55.6% | +47.4% | +108.7% |
| 1Y | +123.8% | +63.9% | +59.9% | +128.4% |
| All | +123.8% | +62.9% | +60.9% | +128.4% |
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