-7.7%
SRE vs RBRK
+62.9%
-70.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -2.8% |
| 7D | -2.1% | -12.5% | +10.4% | -2.6% |
| 30D | +6.1% | -3.0% | +9.1% | +6.0% |
| 3M | -3.5% | +46.9% | -50.4% | -1.5% |
| 6M | -10.8% | +105.4% | -116.2% | -7.9% |
| YTD | -4.0% | +55.6% | -59.6% | -0.4% |
| 1Y | -7.7% | +63.9% | -71.6% | -4.8% |
| All | -7.7% | +62.9% | -70.5% | -4.8% |
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