+63.9%
RBRK vs LDOS
-27.6%
+91.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -12.5% | -2.8% | -9.7% | -11.9% |
| 30D | -3.0% | +13.6% | -16.6% | -8.2% |
| 3M | +46.9% | +4.2% | +42.7% | +44.6% |
| 6M | +105.4% | -8.2% | +113.6% | +111.6% |
| YTD | +55.6% | -24.1% | +79.7% | +73.6% |
| 1Y | +63.9% | -31.2% | +95.1% | +85.0% |
| All | +63.9% | -27.6% | +91.5% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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