+931.0%
STX vs RBRK
+130.3%
+800.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +8.0% | -3.5% | +11.5% | +8.5% |
| 30D | +5.1% | -8.3% | +13.4% | +6.1% |
| 3M | +5.8% | +24.7% | -18.9% | +1.3% |
| 6M | +124.9% | +58.9% | +66.0% | +105.3% |
| YTD | +213.9% | +16.3% | +197.6% | +202.9% |
| 1Y | +350.4% | +10.1% | +340.3% | +336.5% |
| All | +931.0% | +130.3% | +800.7% | +744.1% |
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 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