-2.9%
DIS vs RBRK
+124.5%
-127.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.9% |
| 7D | +1.2% | -7.5% | +8.7% | +1.9% |
| 30D | +3.2% | -10.4% | +13.6% | +3.9% |
| 3M | +7.0% | +21.3% | -14.3% | +4.0% |
| 6M | +6.4% | +50.6% | -44.2% | +0.4% |
| YTD | -5.6% | +13.3% | -18.9% | -8.5% |
| 1Y | -7.7% | +11.2% | -18.9% | -10.8% |
| All | -2.9% | +124.5% | -127.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling