+11.2%
RBRK vs SIMO
+239.1%
-227.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.2% | -9.8% | -2.9% |
| 7D | -7.5% | +11.0% | -18.5% | -8.0% |
| 30D | -10.4% | +17.9% | -28.3% | -11.3% |
| 3M | +21.3% | +3.9% | +17.4% | +20.3% |
| 6M | +50.6% | +131.0% | -80.4% | +30.7% |
| YTD | +13.3% | +209.3% | -196.0% | -14.8% |
| 1Y | +11.2% | +223.8% | -212.5% | -18.1% |
| All | +11.2% | +239.1% | -227.8% | -18.1% |
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