+14.9%
SYY vs RBRK
+124.5%
-109.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | +3.9% | -7.5% | +11.4% | +3.8% |
| 30D | -1.7% | -10.4% | +8.7% | -1.8% |
| 3M | +5.2% | +21.3% | -16.1% | +5.5% |
| 6M | -0.2% | +50.6% | -50.8% | +0.2% |
| YTD | +15.4% | +13.3% | +2.1% | +15.7% |
| 1Y | +5.6% | +11.2% | -5.7% | +5.9% |
| All | +14.9% | +124.5% | -109.5% | +10.7% |
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