+63.9%
RBRK vs DECK
+11.2%
+52.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.8% | +2.1% |
| 7D | -12.5% | +10.4% | -22.9% | -12.6% |
| 30D | -3.0% | +11.1% | -14.1% | -3.2% |
| 3M | +46.9% | -10.8% | +57.7% | +47.5% |
| 6M | +105.4% | -8.7% | +114.1% | +105.3% |
| YTD | +55.6% | -14.0% | +69.6% | +56.7% |
| 1Y | +63.9% | +12.0% | +51.9% | +58.7% |
| All | +63.9% | +11.2% | +52.6% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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