-90.8%
SOXS vs RBRK
+64.4%
-155.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.6% | +9.6% |
| 7D | +46.7% | -12.5% | +59.2% | +41.2% |
| 30D | +97.0% | -3.0% | +100.0% | +97.8% |
| 3M | +39.5% | +46.9% | -7.4% | +58.9% |
| 6M | -54.9% | +105.4% | -160.3% | -41.1% |
| YTD | -90.4% | +55.6% | -146.0% | -88.9% |
| All | -90.8% | +64.4% | -155.2% | -89.1% |
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