+395.4%
VLO vs REPL
-7.7%
+403.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.3% |
| 7D | +5.8% | -5.7% | +11.5% | +5.9% |
| 30D | +28.3% | +22.5% | +5.9% | +27.5% |
| 3M | +48.7% | +64.7% | -15.9% | +44.4% |
| 6M | +71.9% | +83.0% | -11.1% | +61.4% |
| YTD | +138.7% | +52.0% | +86.7% | +125.4% |
| 1Y | +148.5% | +144.5% | +3.9% | +123.8% |
| 3Y | +192.7% | -25.1% | +217.7% | +155.7% |
| 5Y | +601.6% | -52.9% | +654.5% | +525.0% |
| All | +395.4% | -7.7% | +403.1% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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