+18.9%
SWKS vs RBRK
+62.9%
-44.0%
-32.2%
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% | -2.9% |
| 7D | -4.9% | -12.5% | +7.6% | -4.8% |
| 30D | -1.2% | -3.0% | +1.8% | -1.1% |
| 3M | +24.2% | +46.9% | -22.8% | +23.9% |
| 6M | +21.5% | +105.4% | -83.9% | +19.6% |
| YTD | +33.5% | +55.6% | -22.1% | +31.2% |
| 1Y | +18.9% | +63.9% | -45.0% | +17.1% |
| All | +18.9% | +62.9% | -44.0% | +17.1% |
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