+227.7%
VLO vs RL
+254.6%
-27.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.1% |
| 7D | +6.8% | +2.4% | +4.4% | +6.6% |
| 30D | -17.9% | +4.6% | -22.4% | -18.2% |
| 3M | +13.5% | -1.1% | +14.7% | +13.6% |
| 6M | +53.0% | +16.5% | +36.5% | +49.6% |
| YTD | +133.7% | +11.4% | +122.3% | +127.9% |
| 1Y | +115.7% | +16.1% | +99.6% | +107.8% |
| All | +227.7% | +254.6% | -27.0% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling