-38.3%
FICO vs RBRK
+5.6%
-43.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.0% |
| 7D | +5.7% | -7.5% | +13.2% | +7.2% |
| 30D | -5.6% | -10.4% | +4.8% | -4.2% |
| 3M | -16.9% | +21.3% | -38.1% | -20.8% |
| 6M | -15.4% | +50.6% | -66.1% | -24.7% |
| YTD | -41.7% | +13.3% | -55.0% | -47.2% |
| 1Y | -38.3% | +11.2% | -49.5% | -43.8% |
| All | -38.3% | +5.6% | -43.9% | -43.8% |
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