-20.4%
SWKS vs RBRK
+137.4%
-157.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.1% |
| 7D | +11.8% | +3.7% | +8.2% | +11.2% |
| 30D | +6.7% | +1.7% | +5.0% | +6.1% |
| 3M | 0.0% | +27.7% | -27.7% | -4.1% |
| 6M | +38.7% | +60.3% | -21.6% | +27.7% |
| YTD | +21.4% | +19.8% | +1.5% | +16.5% |
| 1Y | +2.9% | -4.2% | +7.1% | +1.8% |
| All | -20.4% | +137.4% | -157.8% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling