+140.1%
RBRK vs FGI
+45.8%
+94.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.1% |
| 7D | +1.9% | +14.7% | -12.8% | +1.5% |
| 30D | -9.3% | +67.0% | -76.2% | -12.0% |
| 3M | +23.8% | +31.0% | -7.2% | +20.5% |
| 6M | +55.4% | +126.8% | -71.5% | +47.1% |
| YTD | +16.1% | +35.6% | -19.5% | +11.5% |
| 1Y | -9.8% | +108.9% | -118.7% | -13.9% |
| All | +140.1% | +45.8% | +94.2% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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