+27.3%
SO vs RBRK
+124.5%
-97.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.8% |
| 7D | -1.1% | -7.5% | +6.4% | -1.5% |
| 30D | -5.0% | -10.4% | +5.4% | -5.4% |
| 3M | -5.8% | +21.3% | -27.0% | -4.5% |
| 6M | -7.9% | +50.6% | -58.6% | -5.3% |
| YTD | +2.4% | +13.3% | -10.9% | +4.1% |
| 1Y | -2.3% | +11.2% | -13.5% | -0.5% |
| All | +27.3% | +124.5% | -97.1% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling