+134.2%
RBRK vs DG
-7.8%
+142.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -7.5% | -6.5% | -1.0% | -7.1% |
| 30D | -10.4% | +4.2% | -14.6% | -10.5% |
| 3M | +21.3% | +9.5% | +11.8% | +20.6% |
| 6M | +50.6% | -13.1% | +63.8% | +49.8% |
| YTD | +13.3% | -4.8% | +18.1% | +13.0% |
| 1Y | +11.2% | +20.6% | -9.4% | +12.3% |
| All | +134.2% | -7.8% | +142.0% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling