-49.1%
SMCI vs RBRK
+124.5%
-173.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +8.2% |
| 7D | +1.3% | -7.5% | +8.8% | +4.1% |
| 30D | +6.6% | -10.4% | +17.0% | +9.9% |
| 3M | +25.4% | +21.3% | +4.2% | +13.3% |
| 6M | +26.1% | +50.6% | -24.5% | +4.5% |
| YTD | +37.0% | +13.3% | +23.7% | +25.0% |
| 1Y | -8.8% | +11.2% | -20.0% | -16.9% |
| All | -49.1% | +124.5% | -173.6% | -63.2% |
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