+41.7%
DIA vs RBRK
+130.3%
-88.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.0% | -3.5% | +0.5% | -2.7% |
| 30D | -3.0% | -8.3% | +5.3% | -2.5% |
| 3M | +4.5% | +24.7% | -20.2% | +2.0% |
| 6M | +9.8% | +58.9% | -49.1% | +4.3% |
| YTD | +9.3% | +16.3% | -7.0% | +6.6% |
| 1Y | +16.0% | +10.1% | +5.8% | +13.2% |
| All | +41.7% | +130.3% | -88.6% | +25.0% |
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