+20,588.9%
VLO vs RIG
-45.7%
+20,634.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.9% |
| 7D | -0.4% | -2.6% | +2.1% | +0.3% |
| 30D | -16.6% | -5.2% | -11.4% | -15.5% |
| 3M | +12.3% | -8.6% | +20.9% | +14.5% |
| 6M | +47.8% | -18.9% | +66.8% | +55.8% |
| YTD | +126.7% | +28.6% | +98.2% | +104.6% |
| 1Y | +105.4% | +25.5% | +79.8% | +86.4% |
| 3Y | +222.0% | -20.2% | +242.1% | +213.8% |
| 5Y | +449.8% | +53.9% | +395.9% | +296.7% |
| 10Y | +754.3% | -48.8% | +803.1% | +441.7% |
| All | +20,588.9% | -45.7% | +20,634.6% | +14,063.2% |
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