+30.2%
FANG vs RBRK
+46.9%
-16.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -15.6% | -14.8% | -0.8% | -15.9% |
| 30D | -2.9% | -14.5% | +11.6% | -3.2% |
| 3M | -5.1% | +25.0% | -30.1% | -3.9% |
| 6M | -7.3% | +83.0% | -90.3% | -4.3% |
| YTD | +21.1% | +38.3% | -17.2% | +22.1% |
| 1Y | +30.2% | +47.8% | -17.6% | +31.8% |
| All | +30.2% | +46.9% | -16.7% | +31.8% |
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 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