+134.2%
RBRK vs FRSH
-34.0%
+168.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -7.5% | -6.6% | -0.9% | -4.0% |
| 30D | -10.4% | +2.1% | -12.5% | -11.4% |
| 3M | +21.3% | +29.0% | -7.7% | +4.4% |
| 6M | +50.6% | +48.6% | +2.0% | +20.7% |
| YTD | +13.3% | -2.9% | +16.2% | +11.6% |
| 1Y | +11.2% | -7.9% | +19.1% | +12.4% |
| All | +134.2% | -34.0% | +168.2% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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