-83.1%
FRMI vs RBRK
+6.3%
-89.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +2.7% |
| 7D | +7.4% | -7.5% | +14.9% | +9.5% |
| 30D | -27.6% | -10.4% | -17.2% | -26.2% |
| 3M | -20.9% | +21.3% | -42.1% | -27.5% |
| 6M | -36.6% | +50.6% | -87.2% | -47.4% |
| YTD | -31.3% | +13.3% | -44.5% | -43.1% |
| All | -83.1% | +6.3% | -89.4% | -86.2% |
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