+134.2%
RBRK vs SIMO
+320.7%
-186.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.2% | -9.8% | -3.9% |
| 7D | -7.5% | +11.0% | -18.5% | -9.5% |
| 30D | -10.4% | +17.9% | -28.3% | -13.7% |
| 3M | +21.3% | +3.9% | +17.4% | +17.1% |
| 6M | +50.6% | +131.0% | -80.4% | +5.9% |
| YTD | +13.3% | +209.3% | -196.0% | -33.8% |
| 1Y | +11.2% | +223.8% | -212.5% | -37.3% |
| All | +134.2% | +320.7% | -186.5% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling