+7.9%
XLF vs RBRK
+32.8%
-24.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +15.6% | -16.0% | -1.0% |
| 7D | -1.8% | +7.0% | -8.8% | -2.1% |
| 30D | -1.9% | -2.0% | 0.0% | -2.0% |
| 3M | +7.3% | +46.9% | -39.6% | +5.0% |
| 6M | +17.7% | +87.5% | -69.9% | +12.8% |
| YTD | +5.0% | +31.0% | -26.0% | +1.3% |
| All | +7.9% | +32.8% | -24.9% | +3.3% |
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