+53.9%
RGTI vs VLO
+563.1%
-509.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.0% |
| 7D | +2.5% | +6.2% | -3.8% | +1.1% |
| 30D | -13.7% | +23.5% | -37.2% | -17.6% |
| 3M | -22.6% | +53.9% | -76.5% | -29.9% |
| 6M | -13.4% | +81.7% | -95.1% | -26.0% |
| YTD | -31.2% | +142.5% | -173.7% | -45.6% |
| 1Y | -7.6% | +145.4% | -153.1% | -27.1% |
| 3Y | +669.7% | +197.3% | +472.4% | +458.9% |
| 5Y | +57.0% | +614.6% | -557.6% | +9.7% |
| All | +53.9% | +563.1% | -509.2% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling