+717.1%
VLO vs RCAT
-99.6%
+816.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.8% | -1.6% |
| 7D | -9.5% | -5.6% | -3.9% | -9.5% |
| 30D | -19.1% | -27.0% | +7.9% | -19.0% |
| 3M | +11.4% | -57.9% | +69.3% | +11.9% |
| 6M | +46.7% | -59.4% | +106.1% | +47.4% |
| YTD | +118.6% | -46.9% | +165.5% | +118.9% |
| 1Y | +99.9% | -54.0% | +153.9% | +100.3% |
| 3Y | +210.5% | +378.4% | -167.9% | +204.4% |
| 5Y | +432.7% | +61.9% | +370.8% | +423.7% |
| 10Y | +717.1% | -99.6% | +816.7% | +689.2% |
| All | +717.1% | -99.6% | +816.7% | +689.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling