+8.2%
RBRK vs FFIV
+25.9%
-17.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +0.7% | -1.0% | +1.6% | +1.3% |
| 30D | +10.4% | -5.1% | +15.5% | +14.3% |
| 3M | +21.6% | -4.5% | +26.1% | +25.5% |
| 6M | +70.7% | +36.5% | +34.2% | +42.8% |
| YTD | +22.5% | +53.0% | -30.5% | -1.6% |
| 1Y | +8.2% | +24.2% | -16.0% | -11.2% |
| All | +8.2% | +25.9% | -17.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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