+11.2%
RBRK vs FTV
+14.7%
-3.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | -7.5% | -4.0% | -3.5% | -6.3% |
| 30D | -10.4% | -11.0% | +0.6% | -7.3% |
| 3M | +21.3% | -8.4% | +29.7% | +23.9% |
| 6M | +50.6% | -2.6% | +53.2% | +49.6% |
| YTD | +13.3% | -0.6% | +13.9% | +13.4% |
| 1Y | +11.2% | +11.0% | +0.3% | +9.9% |
| All | +11.2% | +14.7% | -3.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling