+16.4%
XLP vs RBRK
+130.1%
-113.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.2% |
| 7D | -2.9% | +1.9% | -4.8% | -2.9% |
| 30D | -2.2% | -9.3% | +7.0% | -2.3% |
| 3M | -0.6% | +23.8% | -24.4% | -0.2% |
| 6M | -2.2% | +55.4% | -57.5% | -1.5% |
| YTD | +8.3% | +16.1% | -7.9% | +9.0% |
| 1Y | +5.7% | -9.8% | +15.6% | +6.7% |
| All | +16.4% | +130.1% | -113.7% | +14.8% |
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