+473.2%
VLO vs RL
+239.2%
+234.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +9.6% | +2.6% | +7.0% | +9.2% |
| 30D | -17.4% | +2.9% | -20.3% | -17.9% |
| 3M | +10.8% | 0.0% | +10.8% | +10.5% |
| 6M | +56.9% | +17.1% | +39.8% | +50.7% |
| YTD | +136.8% | +10.1% | +126.7% | +127.7% |
| 1Y | +120.7% | +17.3% | +103.3% | +108.4% |
| 3Y | +231.9% | +249.3% | -17.4% | +129.9% |
| All | +473.2% | +239.2% | +234.1% | +295.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling