+197.0%
RBRK vs DECK
-35.8%
+232.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.1% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -3.5% | +4.8% | -8.4% | -4.7% |
| 3M | +4.6% | -6.9% | +11.5% | +6.0% |
| 6M | +84.7% | -7.6% | +92.3% | +86.1% |
| YTD | +43.7% | -16.3% | +59.9% | +46.3% |
| 1Y | +55.8% | +4.5% | +51.4% | +48.2% |
| All | +197.0% | -35.8% | +232.8% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling