+120.7%
VLO vs RGEN
+8.1%
+112.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.4% |
| 7D | +9.6% | -3.3% | +12.9% | +9.3% |
| 30D | -17.4% | -5.8% | -11.5% | -17.8% |
| 3M | +10.8% | +0.2% | +10.6% | +11.1% |
| 6M | +56.9% | +56.8% | +0.2% | +63.8% |
| YTD | +136.8% | +2.4% | +134.4% | +160.0% |
| 1Y | +120.7% | +11.4% | +109.2% | +134.5% |
| All | +120.7% | +8.1% | +112.5% | +134.5% |
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