+202.4%
VLO vs RL
+212.5%
-10.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | +22.6% | -7.8% | +30.4% | +23.4% |
| 3M | +43.8% | -4.0% | +47.8% | +43.6% |
| 6M | +65.7% | -1.9% | +67.6% | +64.1% |
| YTD | +131.1% | -0.2% | +131.3% | +127.4% |
| 1Y | +143.6% | +10.7% | +133.0% | +133.0% |
| All | +202.4% | +212.5% | -10.0% | +129.2% |
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