+911.8%
VLO vs RGEN
+414.1%
+497.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +4.0% | -2.9% | +6.9% | +4.3% |
| 30D | +19.0% | -0.1% | +19.0% | +18.9% |
| 3M | +50.0% | +25.9% | +24.0% | +46.0% |
| 6M | +79.1% | +35.2% | +43.9% | +72.3% |
| YTD | +140.3% | +0.5% | +139.8% | +138.5% |
| 1Y | +148.3% | +37.0% | +111.4% | +137.5% |
| 3Y | +194.6% | +2.0% | +192.6% | +184.3% |
| 5Y | +609.6% | -44.2% | +653.8% | +605.8% |
| All | +911.8% | +414.1% | +497.6% | +519.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling