+11.2%
EXE vs RBRK
+124.5%
-113.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.9% |
| 7D | -3.1% | -7.5% | +4.3% | -2.5% |
| 30D | -0.9% | -10.4% | +9.5% | -0.2% |
| 3M | +9.6% | +21.3% | -11.7% | +6.9% |
| 6M | -11.6% | +50.6% | -62.3% | -16.0% |
| YTD | -12.6% | +13.3% | -25.9% | -14.0% |
| 1Y | +1.2% | +11.2% | -10.1% | -0.9% |
| All | +11.2% | +124.5% | -113.2% | -5.5% |
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