+23,370.6%
VLO vs RCL
+4,549.4%
+18,821.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | -5.1% | +10.3% | +6.7% |
| 30D | +22.6% | -19.0% | +41.6% | +29.7% |
| 3M | +43.8% | -9.6% | +53.3% | +46.3% |
| 6M | +65.7% | -6.7% | +72.4% | +64.0% |
| YTD | +131.1% | -3.9% | +135.0% | +123.6% |
| 1Y | +143.6% | -25.1% | +168.7% | +151.3% |
| 3Y | +201.4% | +179.1% | +22.3% | +104.6% |
| 5Y | +568.9% | +243.3% | +325.6% | +295.0% |
| 10Y | +891.8% | +325.8% | +566.0% | +393.0% |
| All | +23,370.6% | +4,549.4% | +18,821.3% | +6,119.6% |
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