+3.7%
SO vs RBRK
+62.9%
-59.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.5% |
| 7D | +1.7% | -12.5% | +14.3% | +0.9% |
| 30D | +11.1% | -3.0% | +14.1% | +11.1% |
| 3M | +0.7% | +46.9% | -46.2% | +3.8% |
| 6M | -1.4% | +105.4% | -106.8% | +4.5% |
| YTD | +9.4% | +55.6% | -46.2% | +14.0% |
| 1Y | +3.7% | +63.9% | -60.2% | +8.4% |
| All | +3.7% | +62.9% | -59.2% | +8.4% |
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