+900.2%
VLO vs RL
+304.3%
+595.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.7% |
| 7D | +5.8% | +1.9% | +3.9% | +5.0% |
| 30D | +28.3% | -12.2% | +40.6% | +34.6% |
| 3M | +48.7% | -6.6% | +55.4% | +50.9% |
| 6M | +71.9% | +3.2% | +68.8% | +63.3% |
| YTD | +138.7% | -1.3% | +140.0% | +130.0% |
| 1Y | +148.5% | +13.6% | +134.9% | +123.8% |
| 3Y | +192.7% | +210.9% | -18.2% | +57.5% |
| 5Y | +601.6% | +246.9% | +354.8% | +232.2% |
| 10Y | +900.2% | +310.1% | +590.1% | +316.5% |
| All | +900.2% | +304.3% | +595.9% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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