+63.9%
RBRK vs DRI
+34.0%
+29.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +3.2% |
| 7D | -12.5% | +6.5% | -19.0% | -11.4% |
| 30D | -3.0% | +16.4% | -19.4% | -0.1% |
| 3M | +46.9% | +13.6% | +33.3% | +50.8% |
| 6M | +105.4% | +22.0% | +83.4% | +115.1% |
| YTD | +55.6% | +29.3% | +26.3% | +62.3% |
| 1Y | +63.9% | +32.0% | +31.9% | +69.4% |
| All | +63.9% | +34.0% | +29.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling