-41.5%
FIS vs RBRK
+5.6%
-47.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -7.9% | -7.5% | -0.4% | -7.0% |
| 30D | -8.0% | -10.4% | +2.5% | -7.1% |
| 3M | +0.6% | +21.3% | -20.7% | -3.1% |
| 6M | -22.2% | +50.6% | -72.8% | -28.7% |
| YTD | -40.8% | +13.3% | -54.1% | -45.3% |
| 1Y | -41.5% | +11.2% | -52.8% | -45.8% |
| All | -41.5% | +5.6% | -47.1% | -45.8% |
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