-5.0%
DIS vs RBRK
+130.1%
-135.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.6% |
| 7D | -3.5% | +1.9% | -5.4% | -3.7% |
| 30D | +1.0% | -9.3% | +10.3% | +1.5% |
| 3M | +5.7% | +23.8% | -18.1% | +2.5% |
| 6M | +3.3% | +55.4% | -52.1% | -2.8% |
| YTD | -7.7% | +16.1% | -23.9% | -10.7% |
| 1Y | -10.0% | -9.8% | -0.1% | -10.8% |
| All | -5.0% | +130.1% | -135.1% | -17.0% |
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