+134.2%
RBRK vs DPZ
-33.7%
+167.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.3% |
| 7D | -7.5% | -8.6% | +1.1% | -6.5% |
| 30D | -10.4% | -11.9% | +1.5% | -9.0% |
| 3M | +21.3% | +0.4% | +20.9% | +19.9% |
| 6M | +50.6% | -19.9% | +70.5% | +56.4% |
| YTD | +13.3% | -24.4% | +37.7% | +19.3% |
| 1Y | +11.2% | -30.4% | +41.7% | +20.1% |
| All | +134.2% | -33.7% | +167.9% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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