+271.7%
RDDT vs RBRK
+124.5%
+147.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.5% |
| 7D | +2.1% | -7.5% | +9.6% | +5.2% |
| 30D | +2.8% | -10.4% | +13.2% | +5.5% |
| 3M | -8.9% | +21.3% | -30.2% | -17.8% |
| 6M | +15.1% | +50.6% | -35.6% | -6.4% |
| YTD | -31.4% | +13.3% | -44.7% | -37.9% |
| 1Y | -39.4% | +11.2% | -50.7% | -45.3% |
| All | +271.7% | +124.5% | +147.2% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling