+19.9%
XOP vs RBRK
+51.5%
-31.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.1% |
| 7D | +2.6% | -7.5% | +10.1% | +2.5% |
| 30D | +9.6% | -10.4% | +20.0% | +9.5% |
| 3M | +20.4% | +21.3% | -0.9% | +21.1% |
| 6M | +19.9% | +50.6% | -30.7% | +20.8% |
| All | +19.9% | +51.5% | -31.6% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling