+63.9%
RBRK vs DGX
+45.0%
+18.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +2.0% |
| 7D | -12.5% | +4.1% | -16.6% | -12.6% |
| 30D | -3.0% | +10.5% | -13.5% | -3.1% |
| 3M | +46.9% | +9.8% | +37.1% | +47.0% |
| 6M | +105.4% | +34.6% | +70.8% | +107.6% |
| YTD | +55.6% | +49.8% | +5.8% | +61.1% |
| 1Y | +63.9% | +46.0% | +17.9% | +65.2% |
| All | +63.9% | +45.0% | +18.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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