+197.0%
RBRK vs FGI
+18.9%
+178.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.7% | +0.4% |
| 7D | +3.9% | -14.4% | +18.3% | +4.3% |
| 30D | -3.5% | -11.8% | +8.2% | -3.3% |
| 3M | +4.6% | -46.2% | +50.8% | +6.2% |
| 6M | +84.7% | +5.2% | +79.6% | +80.5% |
| YTD | +43.7% | +10.5% | +33.1% | +38.5% |
| 1Y | +55.8% | +25.5% | +30.3% | +50.5% |
| All | +197.0% | +18.9% | +178.1% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling