+22.1%
SWKS vs RBRK
+5.6%
+16.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.7% | +5.3% |
| 7D | +19.4% | -7.5% | +26.9% | +19.9% |
| 30D | +26.8% | -10.4% | +37.2% | +27.6% |
| 3M | +21.5% | +21.3% | +0.2% | +19.6% |
| 6M | +61.0% | +50.6% | +10.4% | +55.3% |
| YTD | +42.2% | +13.3% | +28.9% | +40.7% |
| 1Y | +22.1% | +11.2% | +10.9% | +24.2% |
| All | +22.1% | +5.6% | +16.5% | +24.2% |
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