-42.1%
FIS vs RBRK
+124.5%
-166.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -7.9% | -7.5% | -0.4% | -7.1% |
| 30D | -8.0% | -10.4% | +2.5% | -7.2% |
| 3M | +0.6% | +21.3% | -20.7% | -2.1% |
| 6M | -22.2% | +50.6% | -72.8% | -26.5% |
| YTD | -40.8% | +13.3% | -54.1% | -43.0% |
| 1Y | -41.5% | +11.2% | -52.8% | -43.8% |
| All | -42.1% | +124.5% | -166.6% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling