-56.4%
FICO vs RBRK
+62.9%
-119.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -3.5% |
| 7D | +0.4% | -12.5% | +12.9% | +2.1% |
| 30D | +1.7% | -3.0% | +4.7% | +1.5% |
| 3M | -33.0% | +46.9% | -80.0% | -38.6% |
| 6M | -33.9% | +105.4% | -139.3% | -44.1% |
| YTD | -58.5% | +55.6% | -114.1% | -65.4% |
| 1Y | -56.4% | +63.9% | -120.3% | -63.8% |
| All | -56.4% | +62.9% | -119.2% | -63.8% |
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