-11.3%
SWKS vs RBRK
+130.3%
-141.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.8% |
| 7D | +17.5% | -3.5% | +21.0% | +18.1% |
| 30D | +23.0% | -8.3% | +31.3% | +24.0% |
| 3M | +19.5% | +24.7% | -5.1% | +15.0% |
| 6M | +54.3% | +58.9% | -4.6% | +42.1% |
| YTD | +35.3% | +16.3% | +19.0% | +30.3% |
| 1Y | +17.9% | +10.1% | +7.7% | +13.9% |
| All | -11.3% | +130.3% | -141.6% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling