+911.8%
VLO vs RJF
+429.5%
+482.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | +4.0% | -4.2% | +8.2% | +6.7% |
| 30D | +19.0% | -3.6% | +22.6% | +21.6% |
| 3M | +50.0% | +15.6% | +34.3% | +35.8% |
| 6M | +79.1% | +17.6% | +61.5% | +58.6% |
| YTD | +140.3% | +9.2% | +131.1% | +121.8% |
| 1Y | +148.3% | +5.5% | +142.8% | +133.5% |
| 3Y | +194.6% | +70.3% | +124.3% | +93.0% |
| 5Y | +609.6% | +106.0% | +503.6% | +281.3% |
| All | +911.8% | +429.5% | +482.3% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling