+153.2%
RBRK vs LDOS
+6.1%
+147.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +0.7% | -5.4% | +6.1% | +2.3% |
| 30D | +10.4% | +4.9% | +5.6% | +9.2% |
| 3M | +21.6% | +7.2% | +14.5% | +19.1% |
| 6M | +70.7% | -24.2% | +95.0% | +83.3% |
| YTD | +22.5% | -25.8% | +48.3% | +31.9% |
| 1Y | +8.2% | -24.7% | +32.9% | +15.6% |
| All | +153.2% | +6.1% | +147.0% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling