+92.6%
XLK vs RBRK
+124.5%
-31.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +1.8% |
| 7D | +0.2% | -7.5% | +7.7% | +1.7% |
| 30D | -0.6% | -10.4% | +9.8% | +1.0% |
| 3M | +2.6% | +21.3% | -18.7% | -2.3% |
| 6M | +34.0% | +50.6% | -16.7% | +21.3% |
| YTD | +30.7% | +13.3% | +17.4% | +24.5% |
| 1Y | +39.2% | +11.2% | +28.0% | +32.1% |
| All | +92.6% | +124.5% | -31.9% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling