-38.3%
DOCS vs RBRK
+45.4%
-83.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -0.6% | -6.2% | +5.6% | +0.6% |
| 30D | +6.3% | -12.6% | +18.9% | +8.6% |
| 3M | +26.5% | +11.7% | +14.8% | +22.6% |
| 6M | +24.8% | +75.4% | -50.6% | +14.0% |
| YTD | -26.8% | +43.0% | -69.7% | -37.7% |
| 1Y | -38.3% | +43.7% | -82.0% | -46.4% |
| All | -38.3% | +45.4% | -83.7% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling