+309.0%
DOCN vs RBRK
+130.1%
+178.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +5.8% |
| 7D | +26.5% | +1.9% | +24.6% | +25.5% |
| 30D | +2.3% | -9.3% | +11.6% | +5.3% |
| 3M | -21.2% | +23.8% | -45.0% | -27.5% |
| 6M | +130.6% | +55.4% | +75.2% | +94.2% |
| YTD | +175.7% | +16.1% | +159.6% | +153.0% |
| 1Y | +286.6% | -9.8% | +296.4% | +277.8% |
| All | +309.0% | +130.1% | +178.9% | +205.2% |
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