+717.1%
VLO vs RRC
+67.7%
+649.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.8% | -6.5% | -3.0% |
| 7D | -9.5% | -5.2% | -4.3% | -8.2% |
| 30D | -19.1% | +25.2% | -44.4% | -24.4% |
| 3M | +11.4% | +27.4% | -16.0% | +3.4% |
| 6M | +46.7% | +27.0% | +19.7% | +36.2% |
| YTD | +118.6% | +46.3% | +72.3% | +95.1% |
| 1Y | +99.9% | +37.1% | +62.8% | +81.3% |
| 3Y | +210.5% | +60.2% | +150.3% | +166.3% |
| 5Y | +432.7% | +136.6% | +296.0% | +300.2% |
| 10Y | +717.1% | +68.8% | +648.3% | +374.0% |
| All | +717.1% | +67.7% | +649.4% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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