+134.2%
RBRK vs FCUV
-94.8%
+229.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -2.6% |
| 7D | -7.5% | -66.5% | +59.0% | -6.9% |
| 30D | -10.4% | +5.0% | -15.4% | -10.9% |
| 3M | +21.3% | +63.8% | -42.5% | +16.2% |
| 6M | +50.6% | -67.8% | +118.5% | +49.2% |
| YTD | +13.3% | -82.4% | +95.7% | +13.9% |
| 1Y | +11.2% | -94.7% | +106.0% | +15.3% |
| All | +134.2% | -94.8% | +229.0% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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