+198.3%
RBRK vs DOC
+28.4%
+169.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -6.8% | +6.6% | -13.4% | -7.8% |
| 3M | +14.1% | -1.1% | +15.2% | +14.3% |
| 6M | +82.5% | +4.8% | +77.7% | +80.1% |
| YTD | +44.3% | +32.1% | +12.2% | +33.2% |
| 1Y | +49.3% | +21.9% | +27.4% | +41.3% |
| All | +198.3% | +28.4% | +169.9% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling