+25.0%
FLEX vs RBRK
+62.9%
-37.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.1% | -14.5% | -12.6% |
| 7D | -17.0% | -12.5% | -4.5% | -15.3% |
| 30D | -33.8% | -3.0% | -30.8% | -33.5% |
| 3M | -39.0% | +46.9% | -86.0% | -42.0% |
| 6M | -15.9% | +105.4% | -121.3% | -24.5% |
| YTD | +27.8% | +55.6% | -27.7% | +20.9% |
| 1Y | +25.0% | +63.9% | -38.9% | +19.0% |
| All | +25.0% | +62.9% | -37.9% | +19.0% |
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