+286.8%
DELL vs RBRK
+51.5%
+235.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.5% | +14.5% | +13.2% |
| 7D | +8.2% | -7.5% | +15.7% | +12.1% |
| 30D | +17.1% | -10.4% | +27.5% | +21.6% |
| 3M | +45.2% | +21.3% | +23.9% | +26.6% |
| 6M | +286.8% | +50.6% | +236.1% | +225.8% |
| All | +286.8% | +51.5% | +235.3% | +225.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling