+588.7%
VLO vs RDW
-9.1%
+597.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | +5.3% | +0.9% | +4.5% | +5.3% |
| 30D | +18.2% | -21.3% | +39.5% | +19.2% |
| 3M | +53.3% | -37.9% | +91.2% | +55.4% |
| 6M | +70.4% | +12.3% | +58.2% | +66.8% |
| YTD | +143.4% | +39.7% | +103.6% | +134.3% |
| 1Y | +153.0% | +25.7% | +127.3% | +143.3% |
| 3Y | +195.0% | +230.8% | -35.9% | +160.5% |
| All | +588.7% | -9.1% | +597.8% | +517.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling