+134.2%
RBRK vs FLNC
-39.7%
+173.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.8% |
| 7D | -7.5% | -4.1% | -3.4% | -7.2% |
| 30D | -10.4% | -24.8% | +14.4% | -7.9% |
| 3M | +21.3% | -59.1% | +80.4% | +31.3% |
| 6M | +50.6% | -42.0% | +92.6% | +53.5% |
| YTD | +13.3% | -49.8% | +63.1% | +15.8% |
| 1Y | +11.2% | +43.1% | -31.8% | +0.4% |
| All | +134.2% | -39.7% | +173.9% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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