+433.4%
FIX vs RBRK
+137.4%
+296.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.8% |
| 7D | +6.1% | +3.7% | +2.4% | +5.3% |
| 30D | -2.7% | +1.7% | -4.4% | -3.4% |
| 3M | -10.9% | +27.7% | -38.7% | -15.6% |
| 6M | +29.0% | +60.3% | -31.3% | +15.0% |
| YTD | +76.9% | +19.8% | +57.1% | +67.6% |
| 1Y | +130.7% | -4.2% | +134.9% | +127.4% |
| All | +433.4% | +137.4% | +296.0% | +320.2% |
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