+210.5%
VLO vs RIG
-22.2%
+232.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.5% | -12.2% | +2.7% | -5.9% |
| 30D | -19.1% | -6.0% | -13.2% | -17.8% |
| 3M | +11.4% | -9.4% | +20.8% | +13.9% |
| 6M | +46.7% | -19.1% | +65.8% | +54.7% |
| YTD | +118.6% | +25.4% | +93.2% | +98.9% |
| 1Y | +99.9% | +23.3% | +76.5% | +82.4% |
| 3Y | +210.5% | -22.1% | +232.6% | +201.8% |
| All | +210.5% | -22.2% | +232.7% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling