+24.5%
SPMO vs RBRK
+5.6%
+18.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.7% |
| 7D | -0.9% | -7.5% | +6.6% | -0.3% |
| 30D | -1.9% | -10.4% | +8.5% | -1.2% |
| 3M | -1.4% | +21.3% | -22.6% | -3.3% |
| 6M | +25.5% | +50.6% | -25.2% | +20.3% |
| YTD | +24.8% | +13.3% | +11.5% | +22.5% |
| 1Y | +24.5% | +11.2% | +13.2% | +23.4% |
| All | +24.5% | +5.6% | +18.9% | +23.4% |
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 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