-34.6%
SNPS vs RBRK
+6.4%
-41.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.1% |
| 7D | -11.0% | +0.7% | -11.7% | -11.3% |
| 30D | -1.7% | +10.4% | -12.2% | -6.5% |
| 3M | -20.4% | +21.6% | -42.0% | -28.2% |
| 6M | -8.6% | +70.7% | -79.3% | -32.3% |
| YTD | -16.2% | +22.5% | -38.6% | -25.8% |
| 1Y | -34.6% | +8.2% | -42.8% | -30.6% |
| All | -34.6% | +6.4% | -41.0% | -30.6% |
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