+141.6%
VLO vs RL
+13.6%
+128.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.0% |
| 7D | +5.8% | +1.9% | +3.9% | +6.3% |
| 30D | +28.3% | -12.2% | +40.6% | +24.0% |
| 3M | +48.7% | -6.6% | +55.4% | +46.3% |
| 6M | +71.9% | +3.2% | +68.8% | +72.5% |
| YTD | +138.7% | -1.3% | +140.0% | +140.4% |
| All | +141.6% | +13.6% | +128.0% | +142.8% |
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