+8.2%
RBRK vs SM
+36.8%
-28.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +1.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.6% |
| 30D | +10.4% | +25.6% | -15.1% | +10.7% |
| 3M | +21.6% | +8.0% | +13.6% | +22.0% |
| 6M | +70.7% | +50.8% | +19.9% | +72.6% |
| YTD | +22.5% | +97.9% | -75.4% | +27.8% |
| 1Y | +8.2% | +33.8% | -25.6% | -6.7% |
| All | +8.2% | +36.8% | -28.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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