+6.9%
FPS vs RBRK
+69.1%
-62.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.5% |
| 7D | +5.3% | +1.9% | +3.5% | +5.0% |
| 30D | -17.6% | -9.3% | -8.3% | -16.4% |
| 3M | -45.8% | +23.8% | -69.6% | -49.1% |
| 6M | -10.1% | +55.4% | -65.5% | -18.4% |
| All | +6.9% | +69.1% | -62.2% | -6.3% |
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