+103.3%
VLO vs REPL
+163.1%
-59.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +3.0% |
| 7D | -6.5% | +14.2% | -20.7% | -6.3% |
| 30D | -17.8% | +65.9% | -83.6% | -17.2% |
| 3M | +19.6% | +84.6% | -65.0% | +20.6% |
| 6M | +49.3% | +446.9% | -397.7% | +55.8% |
| YTD | +122.4% | +129.0% | -6.6% | +121.8% |
| All | +103.3% | +163.1% | -59.8% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling