+6.0%
XLP vs RBRK
+8.3%
-2.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -2.7% |
| 30D | -1.9% | -8.3% | +6.4% | -2.2% |
| 3M | -2.1% | +24.7% | -26.8% | -0.5% |
| 6M | -1.8% | +58.9% | -60.8% | +1.5% |
| YTD | +8.3% | +16.3% | -7.9% | +10.4% |
| All | +6.0% | +8.3% | -2.4% | +7.4% |
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