-98.9%
DFNS vs RBRK
+124.5%
-223.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -3.1% |
| 7D | -6.3% | -7.5% | +1.1% | -8.1% |
| 30D | -74.0% | -10.4% | -63.5% | -74.7% |
| 3M | -70.1% | +21.3% | -91.4% | -67.8% |
| 6M | -93.9% | +50.6% | -144.6% | -93.2% |
| YTD | -98.1% | +13.3% | -111.4% | -98.2% |
| 1Y | -98.3% | +11.2% | -109.5% | -98.4% |
| All | -98.9% | +124.5% | -223.4% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling