-79.9%
FIG vs RBRK
-10.2%
-69.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +6.2% |
| 7D | -3.8% | -7.5% | +3.7% | +0.4% |
| 30D | -2.3% | -10.4% | +8.1% | +3.3% |
| 3M | +20.0% | +21.3% | -1.3% | +6.8% |
| 6M | -16.7% | +50.6% | -67.3% | -33.5% |
| YTD | -37.9% | +13.3% | -51.2% | -46.7% |
| 1Y | -58.5% | +11.2% | -69.8% | -63.9% |
| All | -79.9% | -10.2% | -69.7% | -82.1% |
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