+2.5%
DOCS vs RBRK
+130.1%
-127.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.3% |
| 7D | -8.1% | +1.9% | -10.0% | -8.5% |
| 30D | -5.6% | -9.3% | +3.7% | -4.1% |
| 3M | +18.3% | +23.8% | -5.5% | +11.9% |
| 6M | -5.1% | +55.4% | -60.5% | -15.1% |
| YTD | -45.4% | +16.1% | -61.5% | -48.5% |
| 1Y | -65.2% | -9.8% | -55.4% | -65.6% |
| All | +2.5% | +130.1% | -127.6% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling