+14.5%
SPYM vs RBRK
+64.4%
-49.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.5% |
| 7D | -0.7% | -12.5% | +11.8% | +0.1% |
| 30D | -1.1% | -3.0% | +1.9% | -0.9% |
| 3M | -0.3% | +46.9% | -47.2% | -3.0% |
| 6M | +7.3% | +105.4% | -98.1% | +1.8% |
| YTD | +13.4% | +55.6% | -42.2% | +8.4% |
| All | +14.5% | +64.4% | -49.9% | +9.5% |
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