+197.0%
RBRK vs DOC
+28.2%
+168.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.9% | -0.9% | +4.8% | +4.1% |
| 30D | -3.5% | +7.7% | -11.3% | -4.8% |
| 3M | +4.6% | -2.0% | +6.6% | +4.9% |
| 6M | +84.7% | +5.9% | +78.9% | +81.8% |
| YTD | +43.7% | +31.8% | +11.8% | +32.7% |
| 1Y | +55.8% | +22.5% | +33.3% | +47.1% |
| All | +197.0% | +28.2% | +168.8% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling