+853.3%
VLO vs RACE
+647.6%
+205.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +5.2% | -2.5% | +7.7% | +6.0% |
| 30D | +22.6% | +0.8% | +21.8% | +22.2% |
| 3M | +43.8% | +17.2% | +26.6% | +36.4% |
| 6M | +65.7% | +13.6% | +52.2% | +57.2% |
| YTD | +131.1% | +12.2% | +118.9% | +118.9% |
| 1Y | +143.6% | -16.3% | +159.9% | +152.3% |
| 3Y | +201.4% | +36.4% | +164.9% | +151.7% |
| 5Y | +568.9% | +95.0% | +473.9% | +364.8% |
| 10Y | +891.8% | +813.2% | +78.6% | +305.2% |
| All | +853.3% | +647.6% | +205.7% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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