+227.7%
VLO vs RJF
+75.2%
+152.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | +1.5% | +5.3% | +6.2% |
| 30D | -17.9% | +6.7% | -24.6% | -19.8% |
| 3M | +13.5% | -7.3% | +20.9% | +16.3% |
| 6M | +53.0% | +9.8% | +43.3% | +47.0% |
| YTD | +133.7% | +5.6% | +128.1% | +126.6% |
| 1Y | +115.7% | +2.3% | +113.4% | +112.1% |
| All | +227.7% | +75.2% | +152.4% | +154.1% |
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 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