+20,987.7%
VLO vs RIG
-40.2%
+21,027.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.6% |
| 3M | +43.8% | -6.4% | +50.2% | +46.0% |
| 6M | +65.7% | -8.2% | +73.9% | +68.2% |
| YTD | +131.1% | +41.6% | +89.5% | +103.6% |
| 1Y | +143.6% | +88.7% | +54.9% | +94.3% |
| 3Y | +201.4% | -30.9% | +232.2% | +207.7% |
| 5Y | +568.9% | +57.7% | +511.2% | +378.1% |
| 10Y | +891.8% | -39.3% | +931.1% | +488.3% |
| All | +20,987.7% | -40.2% | +21,027.9% | +13,993.8% |
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