-47.3%
FLUT vs RBRK
+130.3%
-177.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.6% | -3.5% | -0.1% | -3.1% |
| 30D | -0.3% | -8.3% | +7.9% | +0.2% |
| 3M | -12.6% | +24.7% | -37.3% | -17.7% |
| 6M | -8.0% | +58.9% | -66.9% | -18.1% |
| YTD | -54.1% | +16.3% | -70.4% | -57.1% |
| 1Y | -66.1% | +10.1% | -76.3% | -68.2% |
| All | -47.3% | +130.3% | -177.7% | -56.2% |
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 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