+319.1%
DELL vs RBRK
+6.4%
+312.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +14.9% | +0.7% | +14.2% | +14.7% |
| 30D | +13.3% | +10.4% | +2.8% | +9.0% |
| 3M | +24.4% | +21.6% | +2.7% | +16.5% |
| 6M | +258.0% | +70.7% | +187.3% | +220.5% |
| YTD | +320.2% | +22.5% | +297.7% | +284.1% |
| 1Y | +319.1% | +8.2% | +310.8% | +284.1% |
| All | +319.1% | +6.4% | +312.6% | +284.1% |
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