+2.1%
XEL vs RBRK
+46.1%
-44.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.1% | +11.0% | -0.8% |
| 7D | +1.7% | -20.9% | +22.6% | +0.4% |
| 30D | +10.5% | -15.9% | +26.5% | +9.6% |
| 3M | +4.9% | +24.7% | -19.7% | +6.8% |
| 6M | +0.2% | +85.1% | -84.9% | +4.5% |
| YTD | +11.3% | +38.3% | -26.9% | +15.6% |
| 1Y | +2.1% | +46.2% | -44.1% | +6.1% |
| All | +2.1% | +46.1% | -44.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling