+134.2%
RBRK vs DBX
+49.9%
+84.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.6% |
| 7D | -7.5% | +2.1% | -9.6% | -9.0% |
| 30D | -10.4% | +5.7% | -16.2% | -13.8% |
| 3M | +21.3% | +31.8% | -10.5% | -0.9% |
| 6M | +50.6% | +37.5% | +13.2% | +17.5% |
| YTD | +13.3% | +27.9% | -14.6% | -6.7% |
| 1Y | +11.2% | +15.0% | -3.8% | -1.7% |
| All | +134.2% | +49.9% | +84.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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