-5.0%
SWKS vs RBRK
+184.7%
-189.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.4% | +3.9% | +5.5% | +8.9% |
| 30D | +17.0% | -3.5% | +20.5% | +17.3% |
| 3M | +28.9% | +4.6% | +24.4% | +27.7% |
| 6M | +33.1% | +84.7% | -51.6% | +20.8% |
| YTD | +44.8% | +43.7% | +1.1% | +35.4% |
| 1Y | +36.2% | +55.8% | -19.6% | +24.9% |
| All | -5.0% | +184.7% | -189.7% | -24.4% |
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