+166.1%
DOCN vs RBRK
+184.7%
-18.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +19.1% | +3.9% | +15.2% | +17.5% |
| 30D | -21.0% | -3.5% | -17.5% | -19.4% |
| 3M | -34.7% | +4.6% | -39.3% | -35.5% |
| 6M | -45.8% | +84.7% | -130.5% | -56.2% |
| YTD | +79.4% | +43.7% | +35.7% | +54.2% |
| 1Y | +91.0% | +55.8% | +35.2% | +59.1% |
| All | +166.1% | +184.7% | -18.6% | +86.0% |
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 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