+447.1%
FIX vs RBRK
+124.5%
+322.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.7% |
| 7D | +5.0% | -7.5% | +12.5% | +6.4% |
| 30D | -2.7% | -10.4% | +7.7% | -1.1% |
| 3M | -8.2% | +21.3% | -29.5% | -12.3% |
| 6M | +20.3% | +50.6% | -30.4% | +8.4% |
| YTD | +81.4% | +13.3% | +68.1% | +73.6% |
| 1Y | +121.5% | +11.2% | +110.3% | +111.4% |
| All | +447.1% | +124.5% | +322.6% | +335.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling