-100.0%
SOXS vs RBRK
+124.5%
-224.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.0% | -7.2% |
| 7D | -4.7% | -7.5% | +2.7% | -9.5% |
| 30D | +7.7% | -10.4% | +18.2% | +2.5% |
| 3M | -10.2% | +21.3% | -31.4% | +6.7% |
| 6M | -99.2% | +50.6% | -149.8% | -98.6% |
| YTD | -99.5% | +13.3% | -112.8% | -99.3% |
| 1Y | -99.8% | +11.2% | -111.0% | -99.6% |
| All | -100.0% | +124.5% | -224.4% | -99.8% |
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