-11.4%
SYK vs RBRK
+44.7%
-56.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -6.1% | -8.2% | +2.0% | -6.3% |
| 30D | +12.8% | -9.0% | +21.8% | +12.7% |
| 3M | -8.1% | +12.7% | -20.9% | -7.7% |
| 6M | +13.5% | +75.7% | -62.3% | +15.4% |
| YTD | -8.5% | +42.9% | -51.4% | -7.0% |
| 1Y | -11.4% | +44.5% | -55.8% | -9.8% |
| All | -11.4% | +44.7% | -56.1% | -9.8% |
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