+7,441.9%
VLO vs RCAT
-100.0%
+7,541.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +5.2% | -1.4% | +6.6% | +5.2% |
| 30D | +22.6% | -3.3% | +25.9% | +22.6% |
| 3M | +43.8% | -43.2% | +87.0% | +44.0% |
| 6M | +65.7% | -43.2% | +108.9% | +65.9% |
| YTD | +131.1% | +5.5% | +125.6% | +130.8% |
| 1Y | +143.6% | -1.6% | +145.3% | +143.3% |
| 3Y | +201.4% | +773.7% | -572.3% | +198.2% |
| 5Y | +568.9% | +187.6% | +381.3% | +562.6% |
| 10Y | +891.8% | -98.5% | +990.3% | +848.7% |
| All | +7,441.9% | -100.0% | +7,541.9% | +6,437.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling