+9.1%
XYZ vs RBRK
+130.1%
-121.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | 0.0% |
| 7D | -3.7% | +1.9% | -5.6% | -4.3% |
| 30D | +0.5% | -9.3% | +9.8% | +2.8% |
| 3M | +16.3% | +23.8% | -7.5% | +7.4% |
| 6M | +21.1% | +55.4% | -34.2% | +3.3% |
| YTD | +22.0% | +16.1% | +5.9% | +12.6% |
| 1Y | +5.2% | -9.8% | +15.0% | +3.2% |
| All | +9.1% | +130.1% | -121.0% | -24.1% |
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