+64.8%
DAL vs RBRK
+124.5%
-59.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.7% | +2.5% |
| 7D | -0.3% | -7.5% | +7.2% | +0.9% |
| 30D | -11.1% | -10.4% | -0.7% | -10.0% |
| 3M | -2.1% | +21.3% | -23.4% | -6.3% |
| 6M | +35.8% | +50.6% | -14.8% | +23.8% |
| YTD | +16.0% | +13.3% | +2.8% | +11.1% |
| 1Y | +33.7% | +11.2% | +22.4% | +27.3% |
| All | +64.8% | +124.5% | -59.7% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 10y: compounded portfolio wealth divided by compounded RBRK 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…
10y analysis · Full analysis span regression · 6 months rolling