+64.5%
RBRK vs XME
+6.0%
+58.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -12.5% | -5.5% | -7.0% | -10.9% |
| 30D | -3.0% | -11.1% | +8.1% | +0.5% |
| 3M | +46.9% | -11.1% | +58.1% | +52.5% |
| 6M | +105.4% | -18.0% | +123.4% | +116.0% |
| YTD | +55.6% | -7.4% | +63.0% | +57.0% |
| All | +64.5% | +6.0% | +58.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling