+11.2%
RBRK vs FE
+11.2%
0.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.7% |
| 7D | -7.5% | -1.4% | -6.1% | -8.3% |
| 30D | -10.4% | -1.9% | -8.5% | -11.4% |
| 3M | +21.3% | -0.2% | +21.5% | +21.4% |
| 6M | +50.6% | -7.1% | +57.7% | +43.5% |
| YTD | +13.3% | +6.1% | +7.2% | +18.5% |
| 1Y | +11.2% | +10.1% | +1.2% | +21.6% |
| All | +11.2% | +11.2% | 0.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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