+778.9%
VLO vs RRC
+71.8%
+707.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +6.8% | +2.5% | +4.2% | +6.0% |
| 30D | -17.9% | +21.1% | -39.0% | -22.5% |
| 3M | +13.5% | +28.4% | -14.8% | +5.2% |
| 6M | +53.0% | +26.5% | +26.6% | +42.2% |
| YTD | +133.7% | +47.0% | +86.7% | +108.3% |
| 1Y | +115.7% | +35.2% | +80.5% | +96.4% |
| 3Y | +231.9% | +61.0% | +170.9% | +184.3% |
| 5Y | +471.6% | +133.6% | +338.0% | +330.7% |
| All | +778.9% | +71.8% | +707.1% | +411.7% |
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