+19.0%
XRT vs RBRK
+130.3%
-111.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.6% | -3.5% | -0.1% | -3.3% |
| 30D | -6.7% | -8.3% | +1.6% | -6.2% |
| 3M | -1.4% | +24.7% | -26.1% | -4.1% |
| 6M | +1.7% | +58.9% | -57.2% | -4.3% |
| YTD | -1.5% | +16.3% | -17.7% | -4.3% |
| 1Y | -2.5% | +10.1% | -12.6% | -5.2% |
| All | +19.0% | +130.3% | -111.4% | +3.5% |
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