+60.8%
FITB vs RBRK
+124.5%
-63.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.7% |
| 7D | -0.3% | -7.5% | +7.2% | +0.3% |
| 30D | -5.7% | -10.4% | +4.7% | -5.1% |
| 3M | +3.2% | +21.3% | -18.1% | +1.1% |
| 6M | +23.4% | +50.6% | -27.2% | +17.8% |
| YTD | +18.8% | +13.3% | +5.5% | +16.2% |
| 1Y | +25.0% | +11.2% | +13.7% | +21.8% |
| All | +60.8% | +124.5% | -63.6% | +41.6% |
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