+473.2%
VLO vs RCAT
+41.8%
+431.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | +9.6% | -5.9% | +15.6% | +9.8% |
| 30D | -17.4% | -19.7% | +2.3% | -17.1% |
| 3M | +10.8% | -62.9% | +73.6% | +13.4% |
| 6M | +56.9% | -59.6% | +116.5% | +59.6% |
| YTD | +136.8% | -52.1% | +188.9% | +139.0% |
| 1Y | +120.7% | -50.9% | +171.6% | +122.3% |
| 3Y | +231.9% | +333.8% | -101.9% | +210.0% |
| All | +473.2% | +41.8% | +431.5% | +451.8% |
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