+143.6%
VLO vs RGEN
+45.2%
+98.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +5.2% | -4.9% | +10.1% | +4.9% |
| 30D | +22.6% | +5.7% | +16.9% | +23.0% |
| 3M | +43.8% | +32.4% | +11.3% | +45.8% |
| 6M | +65.7% | +33.2% | +32.6% | +68.9% |
| YTD | +131.1% | +2.3% | +128.8% | +143.2% |
| 1Y | +143.6% | +39.0% | +104.6% | +156.8% |
| All | +143.6% | +45.2% | +98.4% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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