+52.1%
FAST vs RBRK
+137.4%
-85.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.4% |
| 7D | +1.3% | +3.7% | -2.4% | +1.2% |
| 30D | -4.7% | +1.7% | -6.5% | -4.8% |
| 3M | +7.9% | +27.7% | -19.8% | +7.2% |
| 6M | +7.4% | +60.3% | -52.8% | +6.0% |
| YTD | +25.1% | +19.8% | +5.3% | +24.8% |
| 1Y | +4.7% | -4.2% | +8.9% | +5.3% |
| All | +52.1% | +137.4% | -85.3% | +43.3% |
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