+140.3%
RBRK vs DAR
+57.4%
+82.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -8.3% | +6.4% | -14.7% | -9.6% |
| 3M | +24.7% | +13.2% | +11.4% | +21.0% |
| 6M | +58.9% | +26.2% | +32.7% | +51.0% |
| YTD | +16.3% | +84.4% | -68.1% | +2.0% |
| 1Y | +10.1% | +112.0% | -101.9% | -7.3% |
| All | +140.3% | +57.4% | +82.9% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling