+69.1%
SE vs RBRK
+124.5%
-55.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.9% |
| 7D | -5.2% | -7.5% | +2.3% | -3.8% |
| 30D | -17.1% | -10.4% | -6.7% | -16.0% |
| 3M | +24.0% | +21.3% | +2.7% | +17.2% |
| 6M | +21.0% | +50.6% | -29.7% | +8.0% |
| YTD | -16.7% | +13.3% | -30.0% | -21.1% |
| 1Y | -45.9% | +11.2% | -57.2% | -49.1% |
| All | +69.1% | +124.5% | -55.4% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling