-64.2%
DOCS vs RBRK
-6.0%
-58.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -8.8% | -3.5% | -5.3% | -8.2% |
| 30D | -5.4% | -8.3% | +2.9% | -4.5% |
| 3M | +22.1% | +24.7% | -2.6% | +17.1% |
| 6M | -0.3% | +58.9% | -59.2% | -8.0% |
| YTD | -44.2% | +16.3% | -60.4% | -49.1% |
| 1Y | -64.2% | +10.1% | -74.3% | -64.8% |
| All | -64.2% | -6.0% | -58.2% | -64.8% |
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