+246.7%
DOCN vs RBRK
+142.7%
+104.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.2% |
| 7D | +1.1% | +0.7% | +0.5% | +0.9% |
| 30D | -9.6% | +10.4% | -20.1% | -12.9% |
| 3M | -37.7% | +21.6% | -59.3% | -42.2% |
| 6M | +115.2% | +70.7% | +44.5% | +75.9% |
| YTD | +133.7% | +22.5% | +111.3% | +111.0% |
| 1Y | +250.2% | +8.2% | +241.9% | +222.7% |
| All | +246.7% | +142.7% | +104.0% | +154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling