+48.3%
XLC vs RBRK
+124.5%
-76.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | +0.5% | -7.5% | +8.0% | +1.3% |
| 30D | +2.1% | -10.4% | +12.5% | +2.9% |
| 3M | +0.7% | +21.3% | -20.6% | -2.1% |
| 6M | -3.2% | +50.6% | -53.8% | -8.7% |
| YTD | -3.8% | +13.3% | -17.1% | -6.4% |
| 1Y | -2.0% | +11.2% | -13.3% | -5.1% |
| All | +48.3% | +124.5% | -76.2% | +27.5% |
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 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