+1,625.6%
VLO vs RNG
+327.7%
+1,297.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | +5.2% | +5.8% | -0.6% | +4.6% |
| 30D | +22.6% | +19.6% | +3.0% | +20.4% |
| 3M | +43.8% | +67.0% | -23.2% | +35.9% |
| 6M | +65.7% | +88.4% | -22.6% | +54.0% |
| YTD | +131.1% | +155.5% | -24.4% | +106.4% |
| 1Y | +143.6% | +141.7% | +2.0% | +118.3% |
| 3Y | +201.4% | +131.1% | +70.3% | +165.5% |
| 5Y | +568.9% | -70.6% | +639.5% | +597.9% |
| 10Y | +891.8% | +228.2% | +663.6% | +534.6% |
| All | +1,625.6% | +327.7% | +1,297.9% | +963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling