-7.2%
RKT vs VLO
+577.3%
-584.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.0% |
| 7D | +6.0% | +5.8% | +0.2% | +5.5% |
| 30D | +0.7% | +28.3% | -27.7% | -1.4% |
| 3M | +11.8% | +48.7% | -36.9% | +8.0% |
| 6M | -7.6% | +71.9% | -79.5% | -13.1% |
| YTD | -28.7% | +138.7% | -167.3% | -36.5% |
| 1Y | -32.6% | +148.5% | -181.0% | -40.3% |
| 3Y | +42.1% | +192.7% | -150.6% | +20.5% |
| 5Y | -7.2% | +601.6% | -608.8% | -30.0% |
| All | -7.2% | +577.3% | -584.4% | -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 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