+19.5%
XLB vs RBRK
+124.5%
-105.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | -2.8% | -7.5% | +4.7% | -2.4% |
| 30D | -3.1% | -10.4% | +7.3% | -2.7% |
| 3M | -0.2% | +21.3% | -21.4% | -1.6% |
| 6M | +3.1% | +50.6% | -47.6% | -0.2% |
| YTD | +13.3% | +13.3% | 0.0% | +11.7% |
| 1Y | +12.0% | +11.2% | +0.8% | +10.2% |
| All | +19.5% | +124.5% | -105.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling