+98.0%
SPMO vs RBRK
+124.5%
-26.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.9% |
| 7D | -0.9% | -7.5% | +6.6% | +0.1% |
| 30D | -1.9% | -10.4% | +8.5% | -0.8% |
| 3M | -1.4% | +21.3% | -22.6% | -4.9% |
| 6M | +25.5% | +50.6% | -25.2% | +16.3% |
| YTD | +24.8% | +13.3% | +11.5% | +20.6% |
| 1Y | +24.5% | +11.2% | +13.2% | +19.8% |
| All | +98.0% | +124.5% | -26.5% | +64.1% |
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 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