+195.5%
VLO vs RIG
-27.8%
+223.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.9% |
| 7D | +5.2% | +0.9% | +4.3% | +4.8% |
| 30D | +22.6% | +13.8% | +8.8% | +17.5% |
| 3M | +43.8% | -6.4% | +50.2% | +45.9% |
| 6M | +65.7% | -8.2% | +73.9% | +68.1% |
| YTD | +131.1% | +41.6% | +89.5% | +103.6% |
| 1Y | +143.6% | +88.7% | +54.9% | +94.2% |
| All | +195.5% | -27.8% | +223.3% | +194.1% |
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