+146.9%
DELL vs RBRK
+64.4%
+82.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -11.0% | -9.5% |
| 7D | -24.6% | -12.5% | -12.1% | -21.1% |
| 30D | -32.5% | -3.0% | -29.5% | -31.6% |
| 3M | -20.2% | +46.9% | -67.1% | -30.4% |
| 6M | +76.5% | +105.4% | -28.9% | +45.7% |
| YTD | +198.9% | +55.6% | +143.3% | +149.7% |
| All | +146.9% | +64.4% | +82.5% | +107.6% |
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