-40.9%
SE vs RBRK
+6.4%
-47.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -6.1% | +0.7% | -6.8% | -6.2% |
| 30D | -2.5% | +10.4% | -12.9% | -4.3% |
| 3M | +21.7% | +21.6% | +0.1% | +17.4% |
| 6M | +27.0% | +70.7% | -43.7% | +17.3% |
| YTD | -12.1% | +22.5% | -34.6% | -16.5% |
| 1Y | -40.9% | +8.2% | -49.1% | -43.7% |
| All | -40.9% | +6.4% | -47.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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