+96.2%
SMH vs RBRK
+6.4%
+89.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | -0.5% | +10.4% | -10.9% | -1.9% |
| 3M | -9.6% | +21.6% | -31.3% | -12.1% |
| 6M | +42.1% | +70.7% | -28.6% | +31.4% |
| YTD | +57.4% | +22.5% | +35.0% | +52.5% |
| 1Y | +96.2% | +8.2% | +88.0% | +92.8% |
| All | +96.2% | +6.4% | +89.8% | +92.8% |
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