+103.3%
VLO vs RL
+22.3%
+81.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.9% | +4.5% |
| 7D | -6.5% | +0.2% | -6.7% | -6.3% |
| 30D | -17.8% | +7.3% | -25.1% | -15.8% |
| 3M | +19.6% | +1.0% | +18.5% | +20.2% |
| 6M | +49.3% | +11.8% | +37.5% | +56.6% |
| YTD | +122.4% | +13.6% | +108.8% | +135.5% |
| All | +103.3% | +22.3% | +81.0% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling