+100.6%
FLEX vs RBRK
+5.6%
+95.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.5% | +9.7% | +7.6% |
| 7D | +5.7% | -7.5% | +13.2% | +7.0% |
| 30D | -7.0% | -10.4% | +3.4% | -5.6% |
| 3M | -23.8% | +21.3% | -45.1% | -26.6% |
| 6M | +82.6% | +50.6% | +32.0% | +68.0% |
| YTD | +91.6% | +13.3% | +78.3% | +87.2% |
| 1Y | +100.6% | +11.2% | +89.3% | +99.2% |
| All | +100.6% | +5.6% | +95.0% | +99.2% |
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 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