+146.5%
VLO vs RBRK
+130.3%
+16.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.0% | -3.5% | +7.5% | +4.3% |
| 30D | +19.0% | -8.3% | +27.3% | +19.5% |
| 3M | +50.0% | +24.7% | +25.3% | +46.4% |
| 6M | +79.1% | +58.9% | +20.2% | +70.3% |
| YTD | +140.3% | +16.3% | +124.0% | +134.3% |
| 1Y | +148.3% | +10.1% | +138.2% | +142.6% |
| All | +146.5% | +130.3% | +16.2% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling