+56.8%
RGTI vs VLO
+608.8%
-552.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +0.5% | +5.3% | -4.9% | -0.8% |
| 30D | -17.1% | +18.2% | -35.3% | -20.4% |
| 3M | -26.0% | +53.3% | -79.3% | -33.4% |
| 6M | -9.9% | +70.4% | -80.3% | -22.3% |
| YTD | -31.1% | +143.4% | -174.4% | -46.7% |
| 1Y | -8.5% | +153.0% | -161.5% | -29.8% |
| 3Y | +652.2% | +195.0% | +457.3% | +430.9% |
| All | +56.8% | +608.8% | -552.0% | +4.8% |
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