+192.7%
VLO vs RJF
+76.7%
+116.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.6% |
| 7D | +5.8% | +1.8% | +4.0% | +5.1% |
| 30D | +28.3% | 0.0% | +28.3% | +28.3% |
| 3M | +48.7% | +18.0% | +30.8% | +40.0% |
| 6M | +71.9% | +17.0% | +54.9% | +61.5% |
| YTD | +138.7% | +11.1% | +127.5% | +128.1% |
| 1Y | +148.5% | +8.0% | +140.5% | +139.9% |
| 3Y | +192.7% | +73.3% | +119.4% | +133.5% |
| All | +192.7% | +76.7% | +116.0% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling