+35,889.1%
VLO vs RGEN
+1,576.0%
+34,313.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +5.2% | -4.9% | +10.1% | +5.4% |
| 30D | +22.6% | +5.7% | +16.9% | +22.2% |
| 3M | +43.8% | +32.4% | +11.3% | +41.7% |
| 6M | +65.7% | +33.2% | +32.6% | +62.9% |
| YTD | +131.1% | +2.3% | +128.8% | +129.9% |
| 1Y | +143.6% | +39.0% | +104.6% | +138.6% |
| 3Y | +201.4% | -4.6% | +206.0% | +197.7% |
| 5Y | +568.9% | -42.7% | +611.6% | +567.5% |
| 10Y | +891.8% | +433.6% | +458.2% | +784.7% |
| All | +35,889.1% | +1,576.0% | +34,313.1% | +26,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling