+134.2%
RBRK vs LDOS
+2.8%
+131.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -7.5% | -3.1% | -4.3% | -6.6% |
| 30D | -10.4% | -8.2% | -2.2% | -8.1% |
| 3M | +21.3% | +5.9% | +15.3% | +19.2% |
| 6M | +50.6% | -25.2% | +75.9% | +62.6% |
| YTD | +13.3% | -28.1% | +41.4% | +23.2% |
| 1Y | +11.2% | -29.7% | +40.9% | +21.0% |
| All | +134.2% | +2.8% | +131.4% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling