+212.8%
RDDT vs VLO
+145.0%
+67.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | +2.1% | +5.3% | -3.2% | +1.6% |
| 30D | +2.8% | +18.2% | -15.4% | +0.9% |
| 3M | -8.9% | +53.3% | -62.3% | -13.8% |
| 6M | +15.1% | +70.4% | -55.4% | +6.2% |
| YTD | -31.4% | +143.4% | -174.7% | -42.3% |
| 1Y | -39.4% | +153.0% | -192.4% | -49.7% |
| All | +212.8% | +145.0% | +67.8% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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