+120.6%
VLO vs RF
+25.4%
+95.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -5.7% |
| 7D | -6.0% | +2.3% | -8.2% | -5.9% |
| 30D | -12.9% | +7.2% | -20.1% | -12.8% |
| 3M | +18.3% | -8.2% | +26.6% | +18.4% |
| 6M | +46.4% | +7.0% | +39.4% | +45.9% |
| YTD | +127.7% | +10.3% | +117.5% | +129.3% |
| 1Y | +120.6% | +25.1% | +95.6% | +118.7% |
| All | +120.6% | +25.4% | +95.2% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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