+49.9%
XLE vs RBRK
+62.9%
-13.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.9% | -4.7% |
| 7D | -7.2% | -12.5% | +5.3% | -7.6% |
| 30D | +0.1% | -3.0% | +3.1% | +0.1% |
| 3M | +9.2% | +46.9% | -37.7% | +10.8% |
| 6M | +8.4% | +105.4% | -97.0% | +11.2% |
| YTD | +44.9% | +55.6% | -10.7% | +46.0% |
| 1Y | +49.9% | +63.9% | -14.0% | +51.9% |
| All | +49.9% | +62.9% | -13.0% | +51.9% |
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 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