+560.5%
VLO vs RCAT
+183.7%
+376.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +5.2% | -1.4% | +6.6% | +5.3% |
| 30D | +22.6% | -3.3% | +25.9% | +22.6% |
| 3M | +43.8% | -43.2% | +87.0% | +45.7% |
| 6M | +65.7% | -43.2% | +108.9% | +67.2% |
| YTD | +131.1% | +5.5% | +125.6% | +128.7% |
| 1Y | +143.6% | -1.6% | +145.3% | +140.5% |
| 3Y | +201.4% | +773.7% | -572.3% | +172.7% |
| All | +560.5% | +183.7% | +376.8% | +514.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling