-73.1%
SMR vs RBRK
+6.4%
-79.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +4.4% | +0.7% | +3.7% | +4.1% |
| 30D | +3.4% | +10.4% | -7.0% | -1.0% |
| 3M | -19.2% | +21.6% | -40.8% | -25.5% |
| 6M | -22.6% | +70.7% | -93.4% | -37.6% |
| YTD | -31.5% | +22.5% | -54.0% | -42.1% |
| 1Y | -73.1% | +8.2% | -81.3% | -75.9% |
| All | -73.1% | +6.4% | -79.5% | -75.9% |
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 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