+91.1%
XBI vs RBRK
+124.5%
-33.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -4.6% | -7.5% | +2.8% | -3.8% |
| 30D | -2.0% | -10.4% | +8.4% | -1.0% |
| 3M | +17.8% | +21.3% | -3.5% | +14.3% |
| 6M | +23.7% | +50.6% | -26.9% | +16.0% |
| YTD | +28.2% | +13.3% | +14.9% | +24.0% |
| 1Y | +64.0% | +11.2% | +52.7% | +58.0% |
| All | +91.1% | +124.5% | -33.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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