-22.2%
RKT vs VLO
+794.7%
-816.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | +5.2% | -3.1% | +1.7% |
| 30D | +1.4% | +22.6% | -21.2% | -0.1% |
| 3M | +6.3% | +43.8% | -37.5% | +3.3% |
| 6M | -15.5% | +65.7% | -81.2% | -19.5% |
| YTD | -27.4% | +131.1% | -158.5% | -33.8% |
| 1Y | -26.6% | +143.6% | -170.2% | -33.4% |
| 3Y | +41.2% | +201.4% | -160.1% | +23.4% |
| 5Y | -6.4% | +568.9% | -575.3% | -23.0% |
| All | -22.2% | +794.7% | -816.9% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling