+63.9%
RBRK vs SIMO
+94.5%
-30.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.7% | +2.4% |
| 7D | -12.5% | -16.9% | +4.4% | -12.1% |
| 30D | -3.0% | -35.4% | +32.4% | -2.6% |
| 3M | +46.9% | -31.9% | +78.8% | +46.9% |
| 6M | +105.4% | -19.3% | +124.7% | +102.0% |
| YTD | +55.6% | +98.5% | -42.9% | +18.8% |
| 1Y | +63.9% | +100.5% | -36.6% | +24.0% |
| All | +63.9% | +94.5% | -30.6% | +24.0% |
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