+140.1%
RBRK vs FE
+33.9%
+106.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -3.2% |
| 7D | +1.9% | -0.2% | +2.1% | +1.8% |
| 30D | -9.3% | -1.2% | -8.1% | -9.6% |
| 3M | +23.8% | +1.7% | +22.2% | +24.4% |
| 6M | +55.4% | -7.5% | +62.8% | +52.8% |
| YTD | +16.1% | +6.3% | +9.8% | +17.6% |
| 1Y | -9.8% | +10.9% | -20.7% | -8.1% |
| All | +140.1% | +33.9% | +106.2% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling