+81.9%
SPOT vs RBRK
+124.5%
-42.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | -3.1% | -7.5% | +4.4% | -1.5% |
| 30D | +7.4% | -10.4% | +17.8% | +8.7% |
| 3M | +8.2% | +21.3% | -13.1% | +1.5% |
| 6M | +2.2% | +50.6% | -48.4% | -10.6% |
| YTD | -9.5% | +13.3% | -22.8% | -15.6% |
| 1Y | -23.8% | +11.2% | -35.1% | -29.5% |
| All | +81.9% | +124.5% | -42.6% | +40.0% |
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