-65.8%
FLUT vs RBRK
+6.4%
-72.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +7.7% | +10.4% | -2.7% | +4.7% |
| 3M | -0.7% | +21.6% | -22.4% | -6.1% |
| 6M | -11.2% | +70.7% | -81.9% | -22.8% |
| YTD | -53.4% | +22.5% | -75.9% | -58.0% |
| 1Y | -65.8% | +8.2% | -74.0% | -68.9% |
| All | -65.8% | +6.4% | -72.2% | -68.9% |
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