+50.6%
RBRK vs XHB
-5.0%
+55.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | -7.5% | -4.6% | -2.9% | -6.9% |
| 30D | -10.4% | -9.1% | -1.3% | -9.5% |
| 3M | +21.3% | -8.6% | +29.8% | +21.9% |
| 6M | +50.6% | -4.0% | +54.7% | +47.9% |
| All | +50.6% | -5.0% | +55.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 6mo: compounded portfolio wealth divided by compounded XHB 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…
6mo analysis · Full analysis span regression · 6 months rolling