+900.2%
VLO vs RCL
+344.6%
+555.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.4% |
| 7D | +5.8% | -0.5% | +6.2% | +5.9% |
| 30D | +28.3% | -17.3% | +45.7% | +35.8% |
| 3M | +48.7% | -2.8% | +51.5% | +48.2% |
| 6M | +71.9% | -4.4% | +76.3% | +68.3% |
| YTD | +138.7% | -4.2% | +142.8% | +129.4% |
| 1Y | +148.5% | -23.4% | +171.8% | +155.7% |
| 3Y | +192.7% | +179.4% | +13.3% | +81.4% |
| 5Y | +601.6% | +238.8% | +362.9% | +267.2% |
| 10Y | +900.2% | +350.2% | +550.0% | +363.2% |
| All | +900.2% | +344.6% | +555.6% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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