+185.8%
RBRK vs DOC
+29.3%
+156.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -14.8% | +6.5% | -21.3% | -15.7% |
| 30D | -14.5% | +9.2% | -23.7% | -15.8% |
| 3M | +25.0% | -2.5% | +27.5% | +25.4% |
| 6M | +83.0% | +7.1% | +75.9% | +79.7% |
| YTD | +38.3% | +33.0% | +5.3% | +27.5% |
| 1Y | +47.8% | +23.3% | +24.6% | +39.5% |
| All | +185.8% | +29.3% | +156.5% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling