+614.6%
VLO vs RJF
+106.2%
+508.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | +23.5% | -2.0% | +25.5% | +24.4% |
| 3M | +53.9% | +16.3% | +37.5% | +43.8% |
| 6M | +81.7% | +16.9% | +64.8% | +68.3% |
| YTD | +142.5% | +10.4% | +132.0% | +129.6% |
| 1Y | +145.4% | +7.4% | +138.0% | +134.9% |
| 3Y | +197.3% | +72.2% | +125.1% | +123.8% |
| 5Y | +614.6% | +105.1% | +509.5% | +360.3% |
| All | +614.6% | +106.2% | +508.4% | +360.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling