+36.7%
VTR vs RBRK
+6.4%
+30.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -1.9% |
| 7D | -1.7% | +0.7% | -2.3% | -1.6% |
| 30D | -2.4% | +10.4% | -12.9% | -1.9% |
| 3M | +14.8% | +21.6% | -6.9% | +15.9% |
| 6M | +5.3% | +70.7% | -65.4% | +7.8% |
| YTD | +18.1% | +22.5% | -4.4% | +19.9% |
| 1Y | +36.7% | +8.2% | +28.5% | +38.3% |
| All | +36.7% | +6.4% | +30.3% | +38.3% |
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