+21.3%
RBRK vs XE
-17.9%
+39.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.7% | +3.2% | -1.7% |
| 7D | -7.5% | -15.7% | +8.2% | -5.3% |
| 30D | -10.4% | -26.6% | +16.2% | -6.4% |
| 3M | +21.3% | -20.3% | +41.6% | +26.7% |
| All | +21.3% | -17.9% | +39.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling