+71.0%
SU vs RBRK
+46.1%
+25.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | -4.3% |
| 7D | -11.0% | -20.9% | +9.8% | -11.5% |
| 30D | +1.2% | -15.9% | +17.2% | +0.9% |
| 3M | +10.6% | +24.7% | -14.0% | +12.1% |
| 6M | +0.5% | +85.1% | -84.6% | +3.5% |
| YTD | +58.9% | +38.3% | +20.7% | +61.8% |
| 1Y | +71.0% | +46.2% | +24.9% | +75.4% |
| All | +71.0% | +46.1% | +25.0% | +75.4% |
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