+134.2%
RBRK vs XYL
-14.9%
+149.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -7.5% | +1.2% | -8.7% | -8.0% |
| 30D | -10.4% | -11.9% | +1.5% | -5.2% |
| 3M | +21.3% | -1.5% | +22.8% | +21.4% |
| 6M | +50.6% | -11.9% | +62.5% | +57.6% |
| YTD | +13.3% | -20.6% | +33.9% | +24.9% |
| 1Y | +11.2% | -23.5% | +34.8% | +25.3% |
| All | +134.2% | -14.9% | +149.1% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling