-98.3%
DFNS vs RBRK
+6.4%
-104.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -16.0% | +0.7% | -16.7% | -16.0% |
| 30D | -77.7% | +10.4% | -88.1% | -78.5% |
| 3M | -77.2% | +21.6% | -98.8% | -79.0% |
| 6M | -95.2% | +70.7% | -165.9% | -96.1% |
| YTD | -98.0% | +22.5% | -120.4% | -98.4% |
| 1Y | -98.3% | +8.2% | -106.5% | -98.5% |
| All | -98.3% | +6.4% | -104.7% | -98.5% |
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