-1.8%
DHI vs RBRK
+124.5%
-126.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +1.7% |
| 7D | -3.4% | -7.5% | +4.1% | -3.5% |
| 30D | -5.4% | -10.4% | +5.0% | -5.5% |
| 3M | -10.4% | +21.3% | -31.7% | -10.3% |
| 6M | -2.8% | +50.6% | -53.4% | -2.5% |
| YTD | -3.4% | +13.3% | -16.7% | -3.3% |
| 1Y | -22.9% | +11.2% | -34.2% | -22.8% |
| All | -1.8% | +124.5% | -126.3% | -0.8% |
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 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