+420.0%
VLO vs REPL
-35.6%
+455.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.4% |
| 7D | -13.3% | +22.8% | -36.1% | -13.3% |
| 30D | -18.3% | +63.8% | -82.1% | -18.4% |
| 3M | +14.3% | +68.1% | -53.8% | +14.2% |
| 6M | +47.6% | +528.5% | -480.9% | +47.1% |
| YTD | +116.0% | +122.4% | -6.5% | +116.2% |
| 1Y | +101.0% | +154.4% | -53.3% | +100.9% |
| 3Y | +199.0% | +68.0% | +131.0% | +192.5% |
| All | +420.0% | -35.6% | +455.6% | +451.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling