+790.3%
VLO vs RNG
+234.5%
+555.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +9.6% | +4.6% | +5.0% | +9.2% |
| 30D | -17.4% | +0.4% | -17.8% | -17.5% |
| 3M | +10.8% | +11.4% | -0.7% | +9.5% |
| 6M | +56.9% | +95.7% | -38.7% | +46.9% |
| YTD | +136.8% | +162.9% | -26.1% | +113.6% |
| 1Y | +120.7% | +180.3% | -59.6% | +97.8% |
| 3Y | +231.9% | +188.3% | +43.6% | +191.8% |
| 5Y | +479.0% | -72.5% | +551.5% | +500.5% |
| All | +790.3% | +234.5% | +555.9% | +467.1% |
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