+9.1%
XLF vs RBRK
+6.4%
+2.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | +0.2% | +10.4% | -10.3% | -0.4% |
| 3M | +11.7% | +21.6% | -9.9% | +10.5% |
| 6M | +13.8% | +70.7% | -56.9% | +10.2% |
| YTD | +7.0% | +22.5% | -15.5% | +3.8% |
| 1Y | +9.1% | +8.2% | +0.9% | +5.6% |
| All | +9.1% | +6.4% | +2.7% | +5.6% |
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