-17.5%
DHR vs RBRK
+124.5%
-141.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | -3.6% | -7.5% | +3.9% | -2.9% |
| 30D | -2.7% | -10.4% | +7.7% | -2.0% |
| 3M | +10.9% | +21.3% | -10.3% | +8.2% |
| 6M | +3.0% | +50.6% | -47.6% | -2.3% |
| YTD | -12.2% | +13.3% | -25.5% | -14.6% |
| 1Y | +3.3% | +11.2% | -7.9% | +0.2% |
| All | -17.5% | +124.5% | -141.9% | -28.6% |
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