-98.9%
DFNS vs RBRK
+130.3%
-229.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.6% |
| 7D | -3.3% | -3.5% | +0.2% | -4.2% |
| 30D | -73.1% | -8.3% | -64.8% | -73.7% |
| 3M | -71.4% | +24.7% | -96.0% | -68.9% |
| 6M | -93.8% | +58.9% | -152.8% | -93.0% |
| YTD | -98.0% | +16.3% | -114.3% | -98.1% |
| 1Y | -98.2% | +10.1% | -108.3% | -98.3% |
| All | -98.9% | +130.3% | -229.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling