+169.9%
SMH vs RBRK
+124.5%
+45.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.0% |
| 7D | +0.3% | -7.5% | +7.8% | +1.9% |
| 30D | -2.8% | -10.4% | +7.6% | -1.0% |
| 3M | -6.7% | +21.3% | -28.0% | -11.6% |
| 6M | +41.8% | +50.6% | -8.9% | +26.5% |
| YTD | +57.9% | +13.3% | +44.6% | +49.9% |
| 1Y | +87.6% | +11.2% | +76.4% | +77.6% |
| All | +169.9% | +124.5% | +45.5% | +105.3% |
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