+140.3%
RBRK vs FE
+34.0%
+106.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -1.7% | -1.8% | -4.0% |
| 30D | -8.3% | -1.3% | -7.0% | -8.6% |
| 3M | +24.7% | +0.6% | +24.1% | +24.9% |
| 6M | +58.9% | -6.8% | +65.8% | +56.5% |
| YTD | +16.3% | +6.4% | +9.8% | +17.7% |
| 1Y | +10.1% | +11.3% | -1.1% | +12.3% |
| All | +140.3% | +34.0% | +106.3% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling