+8.2%
RBRK vs SIMO
+226.2%
-218.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +1.2% |
| 7D | +0.7% | +4.2% | -3.6% | +0.4% |
| 30D | +10.4% | +4.1% | +6.4% | +9.9% |
| 3M | +21.6% | -12.9% | +34.5% | +22.0% |
| 6M | +70.7% | +110.3% | -39.6% | +48.4% |
| YTD | +22.5% | +178.6% | -156.1% | -6.9% |
| 1Y | +8.2% | +220.0% | -211.8% | -20.8% |
| All | +8.2% | +226.2% | -218.0% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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