+63.9%
RBRK vs VMC
+3.7%
+60.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.8% |
| 7D | -12.5% | +12.3% | -24.8% | -13.3% |
| 30D | -3.0% | +21.2% | -24.2% | -5.0% |
| 3M | +46.9% | +4.6% | +42.3% | +46.3% |
| 6M | +105.4% | +3.9% | +101.5% | +102.4% |
| YTD | +55.6% | +5.0% | +50.6% | +47.5% |
| 1Y | +63.9% | +2.6% | +61.3% | +59.8% |
| All | +63.9% | +3.7% | +60.2% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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