+90.5%
FN vs RBRK
+184.7%
-94.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.9% | -7.2% |
| 7D | +0.3% | +3.9% | -3.6% | -0.5% |
| 30D | -16.5% | -3.5% | -13.0% | -15.5% |
| 3M | -42.1% | +4.6% | -46.7% | -42.6% |
| 6M | -52.9% | +84.7% | -137.6% | -59.6% |
| YTD | -28.0% | +43.7% | -71.6% | -34.8% |
| 1Y | -18.5% | +55.8% | -74.3% | -28.2% |
| All | +90.5% | +184.7% | -94.2% | +44.9% |
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