+147.6%
RBRK vs DECK
-38.9%
+186.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -1.3% |
| 7D | +3.7% | -2.3% | +6.0% | +4.2% |
| 30D | +1.7% | -15.2% | +17.0% | +5.6% |
| 3M | +27.7% | -24.7% | +52.5% | +35.9% |
| 6M | +60.3% | -20.8% | +81.0% | +67.2% |
| YTD | +19.8% | -20.3% | +40.1% | +23.7% |
| 1Y | -4.2% | -29.5% | +25.3% | +2.0% |
| All | +147.6% | -38.9% | +186.6% | +124.8% |
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