+20.2%
XLK vs RBRK
+64.4%
-44.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | -7.6% | -12.5% | +4.9% | -5.6% |
| 30D | -12.2% | -3.0% | -9.2% | -11.7% |
| 3M | -5.5% | +46.9% | -52.4% | -11.6% |
| 6M | +9.2% | +105.4% | -96.2% | -4.0% |
| YTD | +23.0% | +55.6% | -32.5% | +11.0% |
| All | +20.2% | +64.4% | -44.2% | +8.7% |
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