+134.2%
RBRK vs VSH
+58.2%
+76.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.7% | -3.7% |
| 7D | -7.5% | +4.8% | -12.3% | -8.4% |
| 30D | -10.4% | -0.7% | -9.7% | -10.5% |
| 3M | +21.3% | -43.1% | +64.3% | +33.0% |
| 6M | +50.6% | +91.8% | -41.1% | +17.9% |
| YTD | +13.3% | +131.6% | -118.3% | -17.7% |
| 1Y | +11.2% | +118.1% | -106.8% | -17.8% |
| All | +134.2% | +58.2% | +76.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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