+134.2%
RBRK vs DVA
+36.9%
+97.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.5% |
| 7D | -7.5% | -1.3% | -6.2% | -7.6% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | +21.3% | -10.9% | +32.2% | +20.1% |
| 6M | +50.6% | +17.3% | +33.4% | +51.6% |
| YTD | +13.3% | +59.8% | -46.5% | +14.5% |
| 1Y | +11.2% | +36.3% | -25.0% | +13.9% |
| All | +134.2% | +36.9% | +97.2% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling