-27.0%
RKT vs VLO
+830.2%
-857.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -7.2% | +4.0% | -11.2% | -7.5% |
| 30D | -7.9% | +19.0% | -26.9% | -9.1% |
| 3M | +5.2% | +50.0% | -44.8% | +1.9% |
| 6M | -14.9% | +79.1% | -94.0% | -19.6% |
| YTD | -31.9% | +140.3% | -172.1% | -38.0% |
| 1Y | -36.9% | +148.3% | -185.2% | -42.8% |
| 3Y | +35.7% | +194.6% | -158.9% | +19.1% |
| 5Y | -9.7% | +609.6% | -619.2% | -26.0% |
| All | -27.0% | +830.2% | -857.2% | -32.5% |
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