-51.7%
FIG vs RBRK
+62.9%
-114.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.1% |
| 7D | -4.7% | -12.5% | +7.9% | +2.1% |
| 30D | +0.5% | -3.0% | +3.6% | +1.2% |
| 3M | -18.4% | +46.9% | -65.3% | -36.3% |
| 6M | +10.9% | +105.4% | -94.5% | -27.7% |
| YTD | -40.8% | +55.6% | -96.4% | -61.3% |
| 1Y | -51.7% | +63.9% | -115.6% | -67.9% |
| All | -51.7% | +62.9% | -114.6% | -67.9% |
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