+129.4%
SLV vs RBRK
+130.3%
-0.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -5.0% | -3.5% | -1.5% | -4.7% |
| 30D | -1.8% | -8.3% | +6.5% | -1.0% |
| 3M | -0.3% | +24.7% | -24.9% | -2.8% |
| 6M | -28.2% | +58.9% | -87.1% | -32.0% |
| YTD | -10.7% | +16.3% | -27.0% | -13.1% |
| 1Y | +53.7% | +10.1% | +43.6% | +49.7% |
| All | +129.4% | +130.3% | -0.9% | +95.9% |
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