-99.6%
DFNS vs RBRK
+62.9%
-162.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.1% | -20.5% | -18.8% |
| 7D | -27.7% | -12.5% | -15.2% | -25.7% |
| 30D | -58.0% | -3.0% | -55.0% | -57.9% |
| 3M | -94.0% | +46.9% | -140.9% | -94.6% |
| 6M | -94.6% | +105.4% | -200.0% | -95.7% |
| YTD | -99.4% | +55.6% | -155.0% | -99.6% |
| 1Y | -99.6% | +63.9% | -163.5% | -99.7% |
| All | -99.6% | +62.9% | -162.5% | -99.7% |
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