+601.6%
VLO vs RGEN
-42.7%
+644.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +5.8% | -0.9% | +6.6% | +5.8% |
| 30D | +28.3% | +2.8% | +25.5% | +28.0% |
| 3M | +48.7% | +34.5% | +14.3% | +44.6% |
| 6M | +71.9% | +40.5% | +31.5% | +65.6% |
| YTD | +138.7% | +2.8% | +135.8% | +137.4% |
| 1Y | +148.5% | +39.6% | +108.8% | +138.9% |
| 3Y | +192.7% | +4.4% | +188.3% | +183.2% |
| 5Y | +601.6% | -42.8% | +644.4% | +513.7% |
| All | +601.6% | -42.7% | +644.3% | +513.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling