-17.2%
DASH vs RBRK
+62.9%
-80.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +7.9% |
| 7D | +17.2% | -12.5% | +29.7% | +19.9% |
| 30D | +3.6% | -3.0% | +6.6% | +3.6% |
| 3M | -1.9% | +46.9% | -48.8% | -12.9% |
| 6M | +15.1% | +105.4% | -90.3% | -9.5% |
| YTD | -12.3% | +55.6% | -67.9% | -28.8% |
| 1Y | -17.2% | +63.9% | -81.1% | -33.1% |
| All | -17.2% | +62.9% | -80.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling