+54.0%
DASH vs RBRK
+130.1%
-76.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | -12.8% | +1.9% | -14.7% | -13.2% |
| 30D | -6.0% | -9.3% | +3.3% | -4.7% |
| 3M | +26.7% | +23.8% | +2.9% | +17.9% |
| 6M | +11.7% | +55.4% | -43.7% | -2.8% |
| YTD | -12.9% | +16.1% | -29.0% | -19.6% |
| 1Y | -23.1% | -9.8% | -13.3% | -25.8% |
| All | +54.0% | +130.1% | -76.1% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling