+24.0%
SRE vs RBRK
+124.5%
-100.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.7% |
| 7D | -0.8% | -7.5% | +6.7% | -0.6% |
| 30D | -3.0% | -10.4% | +7.4% | -2.8% |
| 3M | -8.3% | +21.3% | -29.6% | -9.2% |
| 6M | -8.9% | +50.6% | -59.6% | -11.1% |
| YTD | -4.3% | +13.3% | -17.6% | -4.9% |
| 1Y | +2.7% | +11.2% | -8.5% | +1.8% |
| All | +24.0% | +124.5% | -100.5% | +15.7% |
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