+63.9%
RBRK vs XYL
-30.7%
+94.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.8% | +2.2% |
| 7D | -12.5% | +14.5% | -27.0% | -12.4% |
| 30D | -3.0% | -1.3% | -1.7% | -2.6% |
| 3M | +46.9% | -17.0% | +63.9% | +48.0% |
| 6M | +105.4% | -11.3% | +116.7% | +107.7% |
| YTD | +55.6% | -25.0% | +80.6% | +58.1% |
| 1Y | +63.9% | -31.5% | +95.4% | +70.9% |
| All | +63.9% | -30.7% | +94.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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