+134.2%
RBRK vs DD
+44.2%
+89.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | -7.5% | -3.5% | -4.0% | -5.9% |
| 30D | -10.4% | -11.7% | +1.2% | -5.0% |
| 3M | +21.3% | -9.2% | +30.5% | +26.5% |
| 6M | +50.6% | -7.2% | +57.8% | +53.2% |
| YTD | +13.3% | +6.6% | +6.7% | +5.5% |
| 1Y | +11.2% | +32.0% | -20.8% | -9.9% |
| All | +134.2% | +44.2% | +89.9% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling