+38.1%
SOXX vs RBRK
+46.9%
-8.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -13.1% | -14.8% | +1.7% | -11.1% |
| 30D | -29.7% | -14.5% | -15.2% | -28.0% |
| 3M | -23.0% | +25.0% | -48.0% | -24.0% |
| 6M | -19.1% | +83.0% | -102.1% | -23.5% |
| YTD | +36.2% | +38.3% | -2.0% | +34.0% |
| 1Y | +38.1% | +47.8% | -9.7% | +34.8% |
| All | +38.1% | +46.9% | -8.8% | +34.8% |
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 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