+140.3%
RBRK vs VLTO
+1.9%
+138.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | -3.5% | -4.5% | +1.0% | -1.0% |
| 30D | -8.3% | -4.6% | -3.7% | -5.9% |
| 3M | +24.7% | +13.3% | +11.4% | +14.8% |
| 6M | +58.9% | +2.1% | +56.8% | +56.2% |
| YTD | +16.3% | -6.1% | +22.3% | +20.4% |
| 1Y | +10.1% | -11.4% | +21.5% | +18.3% |
| All | +140.3% | +1.9% | +138.4% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling