+12,317.8%
VLO vs RL
+1,366.2%
+10,951.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.4% |
| 30D | +22.6% | -7.8% | +30.4% | +25.5% |
| 3M | +43.8% | -4.0% | +47.8% | +44.4% |
| 6M | +65.7% | -1.9% | +67.6% | +62.2% |
| YTD | +131.1% | -0.2% | +131.3% | +124.3% |
| 1Y | +143.6% | +10.7% | +133.0% | +127.8% |
| 3Y | +201.4% | +210.8% | -9.4% | +95.7% |
| 5Y | +568.9% | +238.2% | +330.7% | +307.0% |
| 10Y | +891.8% | +313.4% | +578.4% | +448.0% |
| All | +12,317.8% | +1,366.2% | +10,951.7% | +5,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling