-25.7%
FN vs RBRK
+62.9%
-88.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -6.2% |
| 7D | -7.0% | -12.5% | +5.5% | -5.9% |
| 30D | -24.7% | -3.0% | -21.7% | -24.4% |
| 3M | -35.7% | +46.9% | -82.6% | -37.2% |
| 6M | -52.4% | +105.4% | -157.8% | -55.7% |
| YTD | -25.0% | +55.6% | -80.5% | -23.5% |
| 1Y | -25.7% | +63.9% | -89.6% | -22.6% |
| All | -25.7% | +62.9% | -88.6% | -22.6% |
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