+28.1%
SW vs RBRK
+43.6%
-15.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.6% | -8.2% | +5.6% | -2.3% |
| 30D | +7.2% | -9.0% | +16.2% | +7.4% |
| 3M | -10.5% | +12.7% | -23.2% | -11.2% |
| 6M | +9.9% | +75.7% | -65.9% | +7.4% |
| YTD | +17.2% | +42.9% | -25.6% | +11.7% |
| All | +28.1% | +43.6% | -15.5% | +23.0% |
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