+143.6%
VLO vs RBRK
+6.4%
+137.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +5.2% | +0.7% | +4.5% | +5.2% |
| 30D | +22.6% | +10.4% | +12.1% | +21.8% |
| 3M | +43.8% | +21.6% | +22.1% | +42.2% |
| 6M | +65.7% | +70.7% | -5.0% | +60.7% |
| YTD | +131.1% | +22.5% | +108.6% | +125.7% |
| 1Y | +143.6% | +8.2% | +135.4% | +141.8% |
| All | +143.6% | +6.4% | +137.2% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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