+8.1%
FPS vs RBRK
+78.3%
-70.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.1% |
| 7D | +3.1% | +0.7% | +2.5% | +3.0% |
| 30D | -18.6% | +10.4% | -29.0% | -20.7% |
| 3M | -51.5% | +21.6% | -73.1% | -54.1% |
| 6M | -8.5% | +70.7% | -79.2% | -18.4% |
| All | +8.1% | +78.3% | -70.2% | -6.1% |
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