-24.1%
RKT vs VLO
+816.6%
-840.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -9.0% | +9.6% | -18.6% | -9.4% |
| 30D | +30.2% | -17.4% | +47.6% | +31.6% |
| 3M | -8.8% | +10.8% | -19.6% | -9.8% |
| 6M | -0.9% | +56.9% | -57.9% | -4.9% |
| YTD | -29.2% | +136.8% | -166.0% | -35.7% |
| 1Y | -20.1% | +120.7% | -140.7% | -26.8% |
| 3Y | +81.3% | +231.9% | -150.6% | +56.4% |
| 5Y | -6.6% | +479.0% | -485.6% | -22.9% |
| All | -24.1% | +816.6% | -840.8% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling