-0.6%
XLC vs RBRK
+6.4%
-7.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +1.0% | +10.4% | -9.4% | +0.3% |
| 3M | -0.7% | +21.6% | -22.3% | -2.1% |
| 6M | -5.1% | +70.7% | -75.9% | -8.3% |
| YTD | -4.3% | +22.5% | -26.8% | -6.2% |
| 1Y | -0.6% | +8.2% | -8.8% | -2.5% |
| All | -0.6% | +6.4% | -7.0% | -2.5% |
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