-19.2%
SWKS vs RBRK
+130.1%
-149.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.9% |
| 7D | +6.8% | +1.9% | +4.9% | +6.5% |
| 30D | +11.3% | -9.3% | +20.6% | +12.4% |
| 3M | +4.1% | +23.8% | -19.8% | +0.2% |
| 6M | +39.7% | +55.4% | -15.7% | +29.1% |
| YTD | +23.2% | +16.1% | +7.1% | +18.7% |
| 1Y | +5.3% | -9.8% | +15.1% | +5.2% |
| All | -19.2% | +130.1% | -149.3% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling