+134.2%
RBRK vs FFIV
+127.3%
+6.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.9% | -5.2% |
| 7D | -7.5% | +5.4% | -12.9% | -11.6% |
| 30D | -10.4% | -2.7% | -7.8% | -8.5% |
| 3M | +21.3% | +4.5% | +16.7% | +16.7% |
| 6M | +50.6% | +42.2% | +8.4% | +12.8% |
| YTD | +13.3% | +61.3% | -48.0% | -23.6% |
| 1Y | +11.2% | +23.0% | -11.8% | -7.1% |
| All | +134.2% | +127.3% | +6.9% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling