+6.3%
FANG vs RBRK
+124.5%
-118.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | +2.9% | -7.5% | +10.4% | +3.4% |
| 30D | +2.6% | -10.4% | +13.0% | +3.2% |
| 3M | +7.6% | +21.3% | -13.7% | +5.7% |
| 6M | +17.3% | +50.6% | -33.3% | +13.0% |
| YTD | +38.7% | +13.3% | +25.4% | +36.7% |
| 1Y | +51.6% | +11.2% | +40.4% | +48.9% |
| All | +6.3% | +124.5% | -118.2% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling