-85.6%
SMR vs RBRK
+62.9%
-148.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.1% |
| 7D | -9.5% | -12.5% | +3.0% | -5.8% |
| 30D | -33.2% | -3.0% | -30.2% | -32.6% |
| 3M | -45.9% | +46.9% | -92.9% | -52.4% |
| 6M | -57.9% | +105.4% | -163.3% | -67.1% |
| YTD | -63.8% | +55.6% | -119.4% | -73.0% |
| 1Y | -85.6% | +63.9% | -149.5% | -88.7% |
| All | -85.6% | +62.9% | -148.5% | -88.7% |
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