+414.7%
FIX vs RBRK
+130.3%
+284.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | -3.5% | +4.2% | +1.3% |
| 30D | -5.7% | -8.3% | +2.6% | -4.5% |
| 3M | -7.4% | +24.7% | -32.1% | -11.9% |
| 6M | +15.1% | +58.9% | -43.8% | +2.6% |
| YTD | +70.7% | +16.3% | +54.4% | +62.7% |
| 1Y | +111.9% | +10.1% | +101.8% | +103.2% |
| All | +414.7% | +130.3% | +284.4% | +307.8% |
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 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