+132.6%
RTX vs VLO
+412.5%
-279.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.0% |
| 7D | -5.1% | -13.3% | +8.2% | -3.3% |
| 30D | +5.1% | -18.3% | +23.5% | +7.8% |
| 3M | -14.8% | +14.3% | -29.2% | -16.7% |
| 6M | +8.0% | +47.6% | -39.6% | +1.3% |
| YTD | +4.5% | +116.0% | -111.5% | -9.4% |
| 1Y | +9.8% | +101.0% | -91.2% | -3.5% |
| 3Y | +144.2% | +199.0% | -54.8% | +93.9% |
| All | +132.6% | +412.5% | -279.9% | +56.4% |
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