-21.8%
FICO vs RBRK
+137.4%
-159.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -15.4% | +3.7% | -19.1% | -16.0% |
| 30D | -10.4% | +1.7% | -12.1% | -11.0% |
| 3M | -22.7% | +27.7% | -50.4% | -26.6% |
| 6M | -36.8% | +60.3% | -97.0% | -42.8% |
| YTD | -44.8% | +19.8% | -64.6% | -48.1% |
| 1Y | -39.3% | -4.2% | -35.2% | -41.5% |
| All | -21.8% | +137.4% | -159.2% | -33.4% |
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 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