-25.1%
SNPS vs RBRK
+130.3%
-155.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -4.6% | -3.5% | -1.1% | -3.6% |
| 30D | -3.3% | -8.3% | +4.9% | -1.0% |
| 3M | -13.8% | +24.7% | -38.4% | -21.0% |
| 6M | -8.2% | +58.9% | -67.1% | -24.0% |
| YTD | -15.4% | +16.3% | -31.7% | -22.9% |
| 1Y | +2.4% | +10.1% | -7.7% | -6.0% |
| All | -25.1% | +130.3% | -155.4% | -43.5% |
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