+11.2%
RBRK vs DD
+34.9%
-23.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -7.5% | -3.5% | -4.0% | -6.9% |
| 30D | -10.4% | -11.7% | +1.2% | -8.5% |
| 3M | +21.3% | -9.2% | +30.5% | +23.2% |
| 6M | +50.6% | -7.2% | +57.8% | +51.0% |
| YTD | +13.3% | +6.6% | +6.7% | +9.9% |
| 1Y | +11.2% | +32.0% | -20.8% | +5.0% |
| All | +11.2% | +34.9% | -23.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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