+136.6%
FN vs RBRK
+142.7%
-6.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.8% |
| 7D | -1.7% | +0.7% | -2.3% | -1.8% |
| 30D | -22.0% | +10.4% | -32.4% | -24.2% |
| 3M | -43.0% | +21.6% | -64.7% | -46.0% |
| 6M | -27.7% | +70.7% | -98.5% | -38.2% |
| YTD | -10.5% | +22.5% | -33.0% | -16.6% |
| 1Y | +12.5% | +8.2% | +4.3% | +6.9% |
| All | +136.6% | +142.7% | -6.1% | +85.3% |
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 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