+223.1%
VLO vs RGEN
+19.6%
+203.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.2% | +2.7% |
| 7D | -6.5% | +3.5% | -9.9% | -6.8% |
| 30D | -17.8% | +2.9% | -20.7% | -18.0% |
| 3M | +19.6% | +9.2% | +10.4% | +18.0% |
| 6M | +49.3% | +44.9% | +4.3% | +41.7% |
| YTD | +122.4% | +9.2% | +113.2% | +120.2% |
| 1Y | +107.4% | +25.3% | +82.2% | +100.3% |
| 3Y | +223.1% | +21.7% | +201.3% | +200.2% |
| All | +223.1% | +19.6% | +203.4% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling