+20,193.0%
VLO vs RIG
-47.2%
+20,240.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.4% |
| 7D | -6.5% | -17.0% | +10.5% | -1.1% |
| 30D | -17.8% | -6.2% | -11.6% | -16.4% |
| 3M | +19.6% | -1.7% | +21.3% | +19.3% |
| 6M | +49.3% | -19.2% | +68.5% | +57.5% |
| YTD | +122.4% | +25.2% | +97.2% | +102.3% |
| 1Y | +107.4% | +29.9% | +77.5% | +86.2% |
| 3Y | +223.1% | -21.3% | +244.4% | +216.2% |
| 5Y | +432.2% | +40.5% | +391.7% | +294.6% |
| 10Y | +743.6% | -49.6% | +793.2% | +436.9% |
| All | +20,193.0% | -47.2% | +20,240.2% | +13,904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling