+743.6%
VLO vs RL
+397.7%
+346.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.9% | +0.8% |
| 7D | -6.5% | +0.2% | -6.7% | -6.8% |
| 30D | -17.8% | +7.3% | -25.1% | -20.3% |
| 3M | +19.6% | +1.0% | +18.5% | +18.2% |
| 6M | +49.3% | +11.8% | +37.5% | +39.2% |
| YTD | +122.4% | +13.6% | +108.8% | +102.0% |
| 1Y | +107.4% | +24.0% | +83.4% | +80.8% |
| 3Y | +223.1% | +256.6% | -33.5% | +64.5% |
| 5Y | +432.2% | +240.2% | +192.0% | +161.4% |
| 10Y | +743.6% | +373.0% | +370.7% | +230.5% |
| All | +743.6% | +397.7% | +346.0% | +230.5% |
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