+6,948.2%
VLO vs RCAT
-100.0%
+7,048.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.0% | -1.4% |
| 7D | -13.3% | -12.7% | -0.6% | -13.3% |
| 30D | -18.3% | -34.3% | +16.0% | -18.2% |
| 3M | +14.3% | -53.4% | +67.7% | +14.6% |
| 6M | +47.6% | -62.0% | +109.6% | +47.9% |
| YTD | +116.0% | -49.1% | +165.0% | +116.1% |
| 1Y | +101.0% | -53.1% | +154.1% | +101.2% |
| 3Y | +199.0% | +318.7% | -119.6% | +196.5% |
| 5Y | +419.0% | +48.5% | +370.5% | +415.2% |
| 10Y | +778.2% | -99.6% | +877.8% | +742.7% |
| All | +6,948.2% | -100.0% | +7,048.2% | +6,021.0% |
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