+900.2%
VLO vs RRC
+7.9%
+892.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.3% |
| 7D | +5.8% | -1.2% | +7.0% | +6.1% |
| 30D | +28.3% | +9.4% | +18.9% | +25.2% |
| 3M | +48.7% | +7.4% | +41.3% | +45.6% |
| 6M | +71.9% | +1.5% | +70.4% | +71.1% |
| YTD | +138.7% | +19.4% | +119.3% | +126.9% |
| 1Y | +148.5% | +24.2% | +124.2% | +133.0% |
| 3Y | +192.7% | +32.8% | +159.9% | +165.6% |
| 5Y | +601.6% | +152.9% | +448.7% | +425.6% |
| 10Y | +900.2% | +3.9% | +896.3% | +565.1% |
| All | +900.2% | +7.9% | +892.3% | +565.1% |
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