+61.7%
ROK vs VLTO
+69.5%
-7.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +6.1% | +0.8% | +5.3% | +5.7% |
| 30D | -6.5% | +18.7% | -25.2% | -13.5% |
| 3M | -10.2% | +21.7% | -31.9% | -18.1% |
| 6M | -10.6% | +35.8% | -46.5% | -23.6% |
| YTD | +4.9% | +18.3% | -13.4% | -3.1% |
| 1Y | +3.8% | +20.9% | -17.1% | -5.7% |
| All | +61.7% | +69.5% | -7.8% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling