+22,486.2%
VLO vs RCL
+5,843.1%
+16,643.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.2% |
| 7D | -6.5% | +5.0% | -11.4% | -7.9% |
| 30D | -17.8% | +19.4% | -37.1% | -22.1% |
| 3M | +19.6% | +5.9% | +13.7% | +16.5% |
| 6M | +49.3% | +23.8% | +25.5% | +37.6% |
| YTD | +122.4% | +22.8% | +99.6% | +99.4% |
| 1Y | +107.4% | +34.3% | +73.2% | +80.6% |
| 3Y | +223.1% | +276.4% | -53.4% | +101.0% |
| 5Y | +432.2% | +281.6% | +150.6% | +204.2% |
| 10Y | +743.6% | +379.0% | +364.6% | +303.0% |
| All | +22,486.2% | +5,843.1% | +16,643.1% | +5,446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling