+65.3%
DASH vs RBRK
+142.7%
-77.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.0% |
| 7D | -10.6% | +0.7% | -11.2% | -10.8% |
| 30D | +2.2% | +10.4% | -8.3% | -1.5% |
| 3M | +32.3% | +21.6% | +10.6% | +23.7% |
| 6M | +19.1% | +70.7% | -51.6% | +1.3% |
| YTD | -6.5% | +22.5% | -29.0% | -14.7% |
| 1Y | -14.9% | +8.2% | -23.1% | -21.4% |
| All | +65.3% | +142.7% | -77.4% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling