+47.6%
XOP vs RBRK
+6.4%
+41.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | +2.6% | +0.7% | +1.9% | +2.6% |
| 30D | +15.4% | +10.4% | +5.0% | +15.5% |
| 3M | +12.1% | +21.6% | -9.6% | +12.3% |
| 6M | +19.7% | +70.7% | -51.0% | +19.8% |
| YTD | +52.4% | +22.5% | +29.9% | +51.1% |
| 1Y | +47.6% | +8.2% | +39.3% | +45.2% |
| All | +47.6% | +6.4% | +41.1% | +45.2% |
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 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