+134.2%
RBRK vs DTE
+29.0%
+105.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.8% |
| 7D | -7.5% | -2.6% | -4.9% | -7.9% |
| 30D | -10.4% | -4.4% | -6.0% | -11.2% |
| 3M | +21.3% | -8.3% | +29.6% | +19.5% |
| 6M | +50.6% | -8.1% | +58.7% | +48.6% |
| YTD | +13.3% | +4.4% | +8.9% | +11.3% |
| 1Y | +11.2% | +0.2% | +11.1% | +9.5% |
| All | +134.2% | +29.0% | +105.2% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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