+120.6%
VLO vs RBRK
+62.9%
+57.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -5.8% |
| 7D | -6.0% | -12.5% | +6.6% | -5.9% |
| 30D | -12.9% | -3.0% | -9.9% | -12.9% |
| 3M | +18.3% | +46.9% | -28.6% | +16.7% |
| 6M | +46.4% | +105.4% | -59.0% | +42.6% |
| YTD | +127.7% | +55.6% | +72.2% | +119.1% |
| 1Y | +120.6% | +63.9% | +56.7% | +114.4% |
| All | +120.6% | +62.9% | +57.7% | +114.4% |
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