+120.6%
VLO vs RDW
+9.7%
+111.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.8% | -5.8% |
| 7D | -6.0% | -14.3% | +8.4% | -6.0% |
| 30D | -12.9% | -26.0% | +13.1% | -12.9% |
| 3M | +18.3% | -27.4% | +45.7% | +18.2% |
| 6M | +46.4% | -10.6% | +57.1% | +43.4% |
| YTD | +127.7% | +1.6% | +126.2% | +122.1% |
| 1Y | +120.6% | +11.1% | +109.5% | +117.5% |
| All | +120.6% | +9.7% | +111.0% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling