+120.6%
VLO vs RJF
+7.8%
+112.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.1% | -5.8% |
| 7D | -6.0% | +7.2% | -13.1% | -6.1% |
| 30D | -12.9% | +4.9% | -17.8% | -12.9% |
| 3M | +18.3% | -5.5% | +23.9% | +19.0% |
| 6M | +46.4% | +8.0% | +38.5% | +46.3% |
| YTD | +127.7% | +6.2% | +121.6% | +128.3% |
| 1Y | +120.6% | +7.8% | +112.8% | +120.5% |
| All | +120.6% | +7.8% | +112.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling