+98.5%
FLEX vs RBRK
+6.4%
+92.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -10.1% | +10.4% | -20.6% | -11.5% |
| 3M | -31.3% | +21.6% | -53.0% | -33.4% |
| 6M | +71.3% | +70.7% | +0.6% | +57.3% |
| YTD | +81.2% | +22.5% | +58.8% | +74.1% |
| 1Y | +98.5% | +8.2% | +90.3% | +91.3% |
| All | +98.5% | +6.4% | +92.1% | +91.3% |
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 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