+149.7%
VLO vs RBRK
+124.5%
+25.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | +5.3% | -7.5% | +12.8% | +6.0% |
| 30D | +18.2% | -10.4% | +28.7% | +19.0% |
| 3M | +53.3% | +21.3% | +32.1% | +50.0% |
| 6M | +70.4% | +50.6% | +19.8% | +62.8% |
| YTD | +143.4% | +13.3% | +130.1% | +137.8% |
| 1Y | +153.0% | +11.2% | +141.8% | +146.7% |
| All | +149.7% | +124.5% | +25.3% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling