+911.8%
VLO vs RNG
+223.4%
+688.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +4.0% | -9.6% | +13.6% | +4.8% |
| 30D | +19.0% | +8.8% | +10.2% | +18.1% |
| 3M | +50.0% | +78.6% | -28.6% | +41.9% |
| 6M | +79.1% | +70.3% | +8.9% | +69.4% |
| YTD | +140.3% | +140.3% | -0.1% | +118.7% |
| 1Y | +148.3% | +126.6% | +21.7% | +126.8% |
| 3Y | +194.6% | +120.2% | +74.4% | +164.6% |
| 5Y | +609.6% | -68.3% | +677.9% | +622.5% |
| All | +911.8% | +223.4% | +688.3% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling