+153.0%
VLO vs RJF
+5.1%
+147.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.3% | -2.7% | +8.0% | +5.6% |
| 30D | +18.2% | -4.3% | +22.5% | +18.7% |
| 3M | +53.3% | +15.7% | +37.6% | +50.6% |
| 6M | +70.4% | +17.8% | +52.6% | +66.7% |
| YTD | +143.4% | +9.2% | +134.2% | +141.9% |
| 1Y | +153.0% | +2.8% | +150.2% | +156.8% |
| All | +153.0% | +5.1% | +147.9% | +156.8% |
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 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