+14.4%
FIX vs RBRK
+62.9%
-48.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.1% | -17.2% | -15.2% |
| 7D | -18.9% | -12.5% | -6.4% | -18.4% |
| 30D | -36.3% | -3.0% | -33.3% | -36.1% |
| 3M | -38.5% | +46.9% | -85.4% | -38.9% |
| 6M | -42.3% | +105.4% | -147.7% | -43.8% |
| YTD | +17.1% | +55.6% | -38.5% | +18.5% |
| 1Y | +14.4% | +63.9% | -49.5% | +17.4% |
| All | +14.4% | +62.9% | -48.5% | +17.4% |
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