+50.6%
RBRK vs FLR
+21.1%
+29.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.6% |
| 7D | -7.5% | -3.5% | -4.0% | -7.2% |
| 30D | -10.4% | +4.2% | -14.6% | -10.6% |
| 3M | +21.3% | +8.1% | +13.2% | +19.7% |
| 6M | +50.6% | +21.5% | +29.1% | +38.3% |
| All | +50.6% | +21.1% | +29.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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