-46.3%
FLUT vs RBRK
+124.5%
-170.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.3% |
| 7D | +0.4% | -7.5% | +7.9% | +1.7% |
| 30D | +2.5% | -10.4% | +12.9% | +3.4% |
| 3M | -9.2% | +21.3% | -30.5% | -14.1% |
| 6M | -8.2% | +50.6% | -58.9% | -17.6% |
| YTD | -53.2% | +13.3% | -66.5% | -56.1% |
| 1Y | -65.6% | +11.2% | -76.8% | -67.8% |
| All | -46.3% | +124.5% | -170.8% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling