+790.3%
VLO vs RJF
+326.9%
+463.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +9.6% | +3.6% | +6.1% | +7.3% |
| 30D | -17.4% | +7.2% | -24.6% | -21.3% |
| 3M | +10.8% | -6.5% | +17.3% | +14.7% |
| 6M | +56.9% | +10.3% | +46.6% | +45.1% |
| YTD | +136.8% | +6.5% | +130.3% | +120.6% |
| 1Y | +120.7% | +6.1% | +114.5% | +105.8% |
| 3Y | +231.9% | +74.9% | +157.0% | +112.7% |
| 5Y | +479.0% | +81.3% | +397.7% | +239.6% |
| All | +790.3% | +326.9% | +463.4% | +204.1% |
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