+134.2%
RBRK vs DAR
+54.4%
+79.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | -10.4% | +2.6% | -13.1% | -11.1% |
| 3M | +21.3% | +14.2% | +7.0% | +17.4% |
| 6M | +50.6% | +17.2% | +33.5% | +45.2% |
| YTD | +13.3% | +80.9% | -67.6% | -0.3% |
| 1Y | +11.2% | +104.0% | -92.7% | -5.5% |
| All | +134.2% | +54.4% | +79.8% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling