+379.7%
VLO vs REPL
-6.0%
+385.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +5.2% | -3.0% | +8.2% | +5.3% |
| 30D | +22.6% | +27.1% | -4.5% | +21.6% |
| 3M | +43.8% | +52.4% | -8.6% | +40.0% |
| 6M | +65.7% | +107.4% | -41.7% | +54.7% |
| YTD | +131.1% | +54.7% | +76.4% | +118.1% |
| 1Y | +143.6% | +158.9% | -15.2% | +118.8% |
| 3Y | +201.4% | -23.7% | +225.1% | +163.2% |
| 5Y | +568.9% | -54.3% | +623.2% | +499.7% |
| All | +379.7% | -6.0% | +385.7% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling