+10.9%
SW vs RBRK
+137.4%
-126.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.2% |
| 7D | -2.6% | +3.7% | -6.2% | -2.9% |
| 30D | -7.5% | +1.7% | -9.2% | -8.0% |
| 3M | +10.3% | +27.7% | -17.5% | +6.9% |
| 6M | +5.4% | +60.3% | -54.9% | -0.9% |
| YTD | +17.9% | +19.8% | -2.0% | +14.0% |
| 1Y | -2.4% | -4.2% | +1.8% | -3.7% |
| All | +10.9% | +137.4% | -126.5% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling