+45.1%
XLI vs RBRK
+124.5%
-79.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.3% |
| 7D | -1.7% | -7.5% | +5.8% | -1.1% |
| 30D | -7.3% | -10.4% | +3.2% | -6.7% |
| 3M | -1.3% | +21.3% | -22.6% | -3.3% |
| 6M | +2.2% | +50.6% | -48.4% | -2.0% |
| YTD | +11.7% | +13.3% | -1.6% | +9.6% |
| 1Y | +14.3% | +11.2% | +3.0% | +11.8% |
| All | +45.1% | +124.5% | -79.4% | +29.9% |
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