+56.1%
SPYM vs RBRK
+124.5%
-68.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.1% |
| 7D | -0.8% | -7.5% | +6.7% | 0.0% |
| 30D | -1.1% | -10.4% | +9.3% | -0.2% |
| 3M | +3.9% | +21.3% | -17.4% | +0.9% |
| 6M | +13.6% | +50.6% | -37.0% | +7.0% |
| YTD | +12.7% | +13.3% | -0.6% | +9.5% |
| 1Y | +17.6% | +11.2% | +6.3% | +13.9% |
| All | +56.1% | +124.5% | -68.4% | +34.8% |
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 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