+290.5%
DOCN vs RBRK
+137.4%
+153.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.2% | +14.8% | +13.4% |
| 7D | +16.3% | +3.7% | +12.7% | +14.8% |
| 30D | +2.0% | +1.7% | +0.3% | +1.1% |
| 3M | -25.2% | +27.7% | -52.9% | -31.9% |
| 6M | +132.7% | +60.3% | +72.4% | +94.0% |
| YTD | +163.3% | +19.8% | +143.5% | +139.2% |
| 1Y | +280.3% | -4.2% | +284.5% | +264.5% |
| All | +290.5% | +137.4% | +153.2% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling