+46.2%
SMR vs RBRK
+124.5%
-78.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.5% | -13.1% | -14.4% |
| 7D | -11.2% | -7.5% | -3.7% | -7.7% |
| 30D | -10.2% | -10.4% | +0.2% | -6.4% |
| 3M | -10.0% | +21.3% | -31.3% | -21.5% |
| 6M | -30.5% | +50.6% | -81.1% | -47.1% |
| YTD | -39.2% | +13.3% | -52.5% | -47.0% |
| 1Y | -75.5% | +11.2% | -86.8% | -78.8% |
| All | +46.2% | +124.5% | -78.3% | -9.8% |
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 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