+292.6%
FLEX vs RBRK
+130.1%
+162.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.8% |
| 7D | +6.4% | +1.9% | +4.5% | +5.9% |
| 30D | -5.9% | -9.3% | +3.4% | -4.3% |
| 3M | -23.5% | +23.8% | -47.3% | -27.7% |
| 6M | +83.7% | +55.4% | +28.4% | +62.9% |
| YTD | +86.5% | +16.1% | +70.4% | +76.2% |
| 1Y | +100.5% | -9.8% | +110.3% | +98.9% |
| All | +292.6% | +130.1% | +162.5% | +206.0% |
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 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