+601.6%
VLO vs RIG
+52.4%
+549.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.7% |
| 7D | +5.8% | -2.7% | +8.5% | +6.6% |
| 30D | +28.3% | +9.5% | +18.8% | +24.5% |
| 3M | +48.7% | -6.6% | +55.4% | +51.2% |
| 6M | +71.9% | -2.9% | +74.8% | +71.5% |
| YTD | +138.7% | +39.5% | +99.2% | +111.0% |
| 1Y | +148.5% | +82.3% | +66.2% | +99.9% |
| 3Y | +192.7% | -29.6% | +222.2% | +196.6% |
| 5Y | +601.6% | +63.2% | +538.4% | +384.0% |
| All | +601.6% | +52.4% | +549.2% | +384.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling