-7.7%
SO vs RBRK
+57.6%
-65.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.9% |
| 7D | 0.0% | +1.9% | -1.8% | +0.2% |
| 30D | -2.5% | -9.3% | +6.8% | -2.8% |
| 3M | -4.2% | +23.8% | -28.0% | -1.6% |
| 6M | -7.7% | +55.4% | -63.0% | -2.4% |
| All | -7.7% | +57.6% | -65.3% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling