+147.6%
RBRK vs FGI
+42.5%
+105.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +3.7% | +5.2% | -1.5% | +3.5% |
| 30D | +1.7% | +65.2% | -63.5% | -1.3% |
| 3M | +27.7% | +30.2% | -2.4% | +24.4% |
| 6M | +60.3% | +87.8% | -27.5% | +52.5% |
| YTD | +19.8% | +32.5% | -12.6% | +15.1% |
| 1Y | -4.2% | +93.6% | -97.8% | -8.3% |
| All | +147.6% | +42.5% | +105.2% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling