+55.4%
RBRK vs DPZ
-19.9%
+75.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -3.8% |
| 7D | +1.9% | -7.3% | +9.2% | +0.5% |
| 30D | -9.3% | -7.6% | -1.7% | -9.8% |
| 3M | +23.8% | +1.8% | +22.0% | +23.5% |
| 6M | +55.4% | -21.8% | +77.2% | +62.5% |
| All | +55.4% | -19.9% | +75.3% | +62.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling