-0.9%
SPOT vs RBRK
+46.1%
-47.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.0% | -1.1% |
| 7D | +10.3% | -20.9% | +31.1% | +12.5% |
| 30D | +25.9% | -15.9% | +41.8% | +27.4% |
| 3M | +27.4% | +24.7% | +2.7% | +21.7% |
| 6M | +46.5% | +85.1% | -38.6% | +29.8% |
| YTD | +5.8% | +38.3% | -32.5% | -6.6% |
| 1Y | -0.9% | +46.2% | -47.1% | -12.8% |
| All | -0.9% | +46.1% | -47.0% | -12.8% |
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