+46.8%
XLC vs RBRK
+130.3%
-83.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.7% | -3.5% | +1.8% | -1.3% |
| 30D | +0.2% | -8.3% | +8.5% | +0.7% |
| 3M | +0.7% | +24.7% | -24.0% | -2.4% |
| 6M | -4.5% | +58.9% | -63.4% | -10.4% |
| YTD | -4.7% | +16.3% | -21.0% | -7.6% |
| 1Y | -1.5% | +10.1% | -11.6% | -4.3% |
| All | +46.8% | +130.3% | -83.5% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling