+790.3%
VLO vs RIG
-46.1%
+836.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.3% |
| 7D | +9.6% | +5.7% | +3.9% | +8.1% |
| 30D | -17.4% | -0.7% | -16.7% | -17.5% |
| 3M | +10.8% | -3.1% | +13.9% | +11.0% |
| 6M | +56.9% | -16.3% | +73.3% | +62.6% |
| YTD | +136.8% | +34.1% | +102.6% | +116.1% |
| 1Y | +120.7% | +38.2% | +82.5% | +99.7% |
| 3Y | +231.9% | -15.3% | +247.2% | +221.2% |
| 5Y | +479.0% | +62.5% | +416.5% | +349.3% |
| All | +790.3% | -46.1% | +836.4% | +571.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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