+134.2%
RBRK vs SM
-18.2%
+152.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.5% | +4.6% | -12.0% | -8.2% |
| 30D | -10.4% | +18.2% | -28.6% | -13.2% |
| 3M | +21.3% | +22.5% | -1.2% | +16.0% |
| 6M | +50.6% | +50.6% | +0.1% | +36.4% |
| YTD | +13.3% | +108.1% | -94.8% | -5.3% |
| 1Y | +11.2% | +46.0% | -34.8% | +1.1% |
| All | +134.2% | -18.2% | +152.4% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling