+46.2%
RBRK vs DVA
+62.8%
-16.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.1% | -12.3% | -11.0% |
| 7D | -20.9% | +0.8% | -21.7% | -20.8% |
| 30D | -15.9% | +8.0% | -23.9% | -14.9% |
| 3M | +24.7% | +3.2% | +21.4% | +25.2% |
| 6M | +85.1% | +24.1% | +61.0% | +93.1% |
| YTD | +38.3% | +71.5% | -33.2% | +55.8% |
| 1Y | +46.2% | +60.8% | -14.6% | +62.4% |
| All | +46.2% | +62.8% | -16.6% | +62.4% |
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