-51.1%
FIS vs RBRK
+62.9%
-114.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.1% | -25.8% | -23.8% |
| 7D | -18.4% | -12.5% | -5.9% | -17.5% |
| 30D | -11.4% | -3.0% | -8.4% | -11.5% |
| 3M | -32.0% | +46.9% | -78.9% | -36.1% |
| 6M | -35.6% | +105.4% | -141.0% | -43.2% |
| YTD | -53.8% | +55.6% | -109.4% | -59.7% |
| 1Y | -51.1% | +63.9% | -115.0% | -57.7% |
| All | -51.1% | +62.9% | -114.0% | -57.7% |
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