+120.6%
VLO vs RCAT
-59.1%
+179.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.3% | +4.6% | -5.3% |
| 7D | -6.0% | -18.5% | +12.6% | -5.1% |
| 30D | -12.9% | -37.0% | +24.1% | -10.9% |
| 3M | +18.3% | -54.9% | +73.2% | +23.2% |
| 6M | +46.4% | -63.6% | +110.1% | +52.8% |
| YTD | +127.7% | -49.6% | +177.3% | +125.2% |
| 1Y | +120.6% | -57.8% | +178.4% | +119.6% |
| All | +120.6% | -59.1% | +179.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling