-10.4%
RKT vs VLO
+120.8%
-131.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.8% | +14.4% | +7.1% |
| 7D | +29.7% | -6.0% | +35.7% | +27.8% |
| 30D | +28.5% | -12.9% | +41.4% | +24.5% |
| 3M | +6.4% | +18.3% | -12.0% | +11.1% |
| 6M | +7.1% | +46.4% | -39.3% | +18.5% |
| YTD | -22.5% | +127.7% | -150.2% | -28.3% |
| 1Y | -10.4% | +120.6% | -131.1% | -15.4% |
| All | -10.4% | +120.8% | -131.2% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling