+193.8%
VLO vs RNG
+122.1%
+71.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +6.2% | -4.1% | +10.3% | +6.6% |
| 30D | +23.5% | +8.6% | +14.9% | +22.5% |
| 3M | +53.9% | +78.0% | -24.1% | +44.9% |
| 6M | +81.7% | +67.0% | +14.6% | +71.4% |
| YTD | +142.5% | +142.4% | 0.0% | +117.5% |
| 1Y | +145.4% | +120.4% | +25.0% | +122.3% |
| All | +193.8% | +122.1% | +71.8% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling