+142.9%
FN vs RBRK
+130.1%
+12.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.1% |
| 7D | +5.8% | +1.9% | +3.9% | +5.3% |
| 30D | -20.6% | -9.3% | -11.4% | -19.4% |
| 3M | -28.6% | +23.8% | -52.4% | -32.8% |
| 6M | -20.7% | +55.4% | -76.1% | -30.6% |
| YTD | -8.1% | +16.1% | -24.3% | -13.5% |
| 1Y | +13.3% | -9.8% | +23.2% | +13.2% |
| All | +142.9% | +130.1% | +12.8% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling