+8.2%
RBRK vs DVA
+35.1%
-26.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.9% |
| 7D | +0.7% | +1.8% | -1.2% | +1.0% |
| 30D | +10.4% | -2.5% | +12.9% | +10.1% |
| 3M | +21.6% | -4.3% | +25.9% | +20.8% |
| 6M | +70.7% | +18.9% | +51.8% | +75.5% |
| YTD | +22.5% | +61.9% | -39.5% | +32.0% |
| 1Y | +8.2% | +35.7% | -27.5% | +29.2% |
| All | +8.2% | +35.1% | -26.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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