-0.8%
RKT vs VLO
+427.9%
-428.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.8% |
| 7D | +4.6% | -9.5% | +14.2% | +5.2% |
| 30D | +25.9% | -19.1% | +45.0% | +27.3% |
| 3M | +5.0% | +11.4% | -6.3% | +3.5% |
| 6M | -7.9% | +46.7% | -54.6% | -11.9% |
| YTD | -25.4% | +118.6% | -144.0% | -33.6% |
| 1Y | -15.4% | +99.9% | -115.3% | -23.6% |
| 3Y | +83.3% | +210.5% | -127.2% | +51.2% |
| 5Y | -0.8% | +432.7% | -433.5% | -24.6% |
| All | -0.8% | +427.9% | -428.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling