+62.4%
DAL vs RBRK
+130.1%
-67.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.2% |
| 7D | +0.8% | +1.9% | -1.1% | +0.5% |
| 30D | -11.7% | -9.3% | -2.4% | -10.7% |
| 3M | -2.7% | +23.8% | -26.6% | -7.2% |
| 6M | +30.7% | +55.4% | -24.7% | +18.5% |
| YTD | +14.4% | +16.1% | -1.8% | +9.1% |
| 1Y | +31.2% | -9.8% | +41.0% | +30.3% |
| All | +62.4% | +130.1% | -67.7% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling