+11.2%
RBRK vs DG
+19.2%
-7.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | -7.5% | -6.5% | -1.0% | -5.6% |
| 30D | -10.4% | +4.2% | -14.6% | -11.3% |
| 3M | +21.3% | +9.5% | +11.8% | +17.2% |
| 6M | +50.6% | -13.1% | +63.8% | +54.3% |
| YTD | +13.3% | -4.8% | +18.1% | +14.3% |
| 1Y | +11.2% | +20.6% | -9.4% | +10.3% |
| All | +11.2% | +19.2% | -7.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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