+325.3%
STX vs RBRK
+5.6%
+319.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.5% |
| 7D | -2.3% | -7.5% | +5.2% | -1.6% |
| 30D | -5.5% | -10.4% | +5.0% | -4.7% |
| 3M | -4.3% | +21.3% | -25.6% | -6.2% |
| 6M | +115.6% | +50.6% | +65.0% | +106.1% |
| YTD | +202.2% | +13.3% | +188.9% | +210.3% |
| 1Y | +325.3% | +11.2% | +314.0% | +341.3% |
| All | +325.3% | +5.6% | +319.7% | +341.3% |
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