+116.4%
DOCN vs RBRK
+62.9%
+53.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.3% | -8.0% |
| 7D | -20.0% | -12.5% | -7.5% | -15.6% |
| 30D | -38.8% | -3.0% | -35.8% | -37.8% |
| 3M | -34.8% | +46.9% | -81.7% | -43.7% |
| 6M | -22.8% | +105.4% | -128.2% | -42.6% |
| YTD | +74.6% | +55.6% | +19.0% | +39.9% |
| 1Y | +116.4% | +63.9% | +52.5% | +73.9% |
| All | +116.4% | +62.9% | +53.5% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling