+84.7%
RBRK vs FGI
+7.7%
+77.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.7% | +0.9% |
| 7D | +3.9% | -14.4% | +18.3% | +4.6% |
| 30D | -3.5% | -11.8% | +8.2% | -3.1% |
| 3M | +4.6% | -46.2% | +50.8% | +7.3% |
| 6M | +84.7% | +5.2% | +79.6% | +80.0% |
| All | +84.7% | +7.7% | +77.0% | +80.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling