+6.8%
XEL vs RBRK
+5.6%
+1.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | 0.0% |
| 7D | -0.3% | -7.5% | +7.2% | -0.7% |
| 30D | -3.9% | -10.4% | +6.5% | -4.4% |
| 3M | -2.8% | +21.3% | -24.1% | -1.0% |
| 6M | -5.4% | +50.6% | -56.0% | -1.9% |
| YTD | +3.8% | +13.3% | -9.5% | +6.1% |
| 1Y | +6.8% | +11.2% | -4.4% | +10.2% |
| All | +6.8% | +5.6% | +1.2% | +10.2% |
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