-51.7%
RDDT vs RBRK
+45.4%
-97.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | +2.6% | -6.2% | +8.8% | +5.0% |
| 30D | -38.3% | -12.6% | -25.7% | -34.8% |
| 3M | -37.8% | +11.7% | -49.5% | -40.2% |
| 6M | -36.7% | +75.4% | -112.1% | -49.3% |
| YTD | -57.1% | +43.0% | -100.0% | -63.9% |
| 1Y | -51.7% | +43.7% | -95.4% | -59.6% |
| All | -51.7% | +45.4% | -97.1% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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