+63.9%
RBRK vs VLTO
+18.3%
+45.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -12.5% | +13.8% | -26.3% | -14.9% |
| 30D | -3.0% | +21.2% | -24.2% | -7.8% |
| 3M | +46.9% | +21.5% | +25.4% | +39.3% |
| 6M | +105.4% | +33.0% | +72.4% | +89.0% |
| YTD | +55.6% | +17.8% | +37.8% | +47.6% |
| 1Y | +63.9% | +18.1% | +45.8% | +53.7% |
| All | +63.9% | +18.3% | +45.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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