-20.1%
RKT vs VLO
+117.8%
-137.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.3% |
| 7D | -9.0% | +9.6% | -18.6% | -6.7% |
| 30D | +30.2% | -17.4% | +47.6% | +24.9% |
| 3M | -8.8% | +10.8% | -19.6% | -6.1% |
| 6M | -0.9% | +56.9% | -57.9% | +11.4% |
| YTD | -29.2% | +136.8% | -166.0% | -34.6% |
| 1Y | -20.1% | +120.7% | -140.7% | -21.8% |
| All | -20.1% | +117.8% | -137.8% | -21.8% |
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 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