+145.4%
VLO vs RIG
+79.6%
+65.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +6.2% | -8.2% | +14.4% | +8.8% |
| 30D | +23.5% | -0.2% | +23.7% | +23.3% |
| 3M | +53.9% | -2.7% | +56.6% | +54.2% |
| 6M | +81.7% | -7.5% | +89.1% | +84.2% |
| YTD | +142.5% | +38.3% | +104.2% | +118.9% |
| 1Y | +145.4% | +81.8% | +63.6% | +112.7% |
| All | +145.4% | +79.6% | +65.9% | +112.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling