+43.6%
DE vs RBRK
+5.6%
+38.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.5% |
| 7D | -2.6% | -7.5% | +4.9% | -3.0% |
| 30D | +9.0% | -10.4% | +19.5% | +8.6% |
| 3M | +19.1% | +21.3% | -2.1% | +20.6% |
| 6M | +14.4% | +50.6% | -36.3% | +17.2% |
| YTD | +45.9% | +13.3% | +32.6% | +46.3% |
| 1Y | +43.6% | +11.2% | +32.4% | +43.6% |
| All | +43.6% | +5.6% | +38.0% | +43.6% |
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