+134.6%
FN vs RBRK
+130.3%
+4.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +2.3% | -3.5% | +5.8% | +3.0% |
| 30D | -23.2% | -8.3% | -14.9% | -22.2% |
| 3M | -30.4% | +24.7% | -55.0% | -34.5% |
| 6M | -25.6% | +58.9% | -84.5% | -35.3% |
| YTD | -11.3% | +16.3% | -27.5% | -16.5% |
| 1Y | +8.4% | +10.1% | -1.7% | +3.2% |
| All | +134.6% | +130.3% | +4.2% | +85.7% |
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