-42.2%
DOCN vs RBRK
+78.6%
-120.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +2.9% |
| 7D | +27.4% | +4.4% | +23.0% | +24.9% |
| 30D | -29.7% | -6.8% | -22.9% | -26.5% |
| 3M | -32.5% | +14.1% | -46.6% | -33.8% |
| 6M | -42.2% | +82.5% | -124.7% | -53.6% |
| All | -42.2% | +78.6% | -120.7% | -53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling