+22.8%
XLV vs RBRK
+124.5%
-101.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.1% |
| 7D | -3.6% | -7.5% | +3.9% | -3.4% |
| 30D | -1.8% | -10.4% | +8.6% | -1.6% |
| 3M | +7.8% | +21.3% | -13.5% | +7.0% |
| 6M | +9.1% | +50.6% | -41.5% | +7.3% |
| YTD | +7.7% | +13.3% | -5.6% | +7.0% |
| 1Y | +20.4% | +11.2% | +9.2% | +19.5% |
| All | +22.8% | +124.5% | -101.7% | +15.5% |
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