+40.0%
DLR vs RBRK
+130.3%
-90.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | -3.5% | +2.2% | -1.0% |
| 30D | -2.9% | -8.3% | +5.4% | -2.4% |
| 3M | +3.2% | +24.7% | -21.4% | +1.0% |
| 6M | +3.9% | +58.9% | -55.0% | -1.2% |
| YTD | +21.4% | +16.3% | +5.2% | +18.8% |
| 1Y | +9.7% | +10.1% | -0.5% | +7.5% |
| All | +40.0% | +130.3% | -90.4% | +29.0% |
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