+134.2%
RBRK vs FTI
+198.0%
-63.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -7.5% | -4.4% | -3.1% | -6.0% |
| 30D | -10.4% | +1.5% | -11.9% | -10.9% |
| 3M | +21.3% | +8.2% | +13.1% | +17.5% |
| 6M | +50.6% | +18.8% | +31.8% | +39.5% |
| YTD | +13.3% | +71.7% | -58.4% | -10.6% |
| 1Y | +11.2% | +90.0% | -78.8% | -16.8% |
| All | +134.2% | +198.0% | -63.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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