+28.6%
ROK vs VLTO
-8.3%
+36.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | -3.3% | -0.9% | -2.4% | -3.2% |
| 3M | -5.9% | +13.8% | -19.7% | -9.2% |
| 6M | +13.9% | +2.0% | +11.9% | +13.9% |
| YTD | +12.6% | -3.2% | +15.8% | +14.1% |
| 1Y | +28.6% | -9.2% | +37.8% | +35.5% |
| All | +28.6% | -8.3% | +36.9% | +35.5% |
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