+141.6%
VLO vs RRC
+23.7%
+117.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.4% |
| 7D | +5.8% | -1.2% | +7.0% | +6.3% |
| 30D | +28.3% | +9.4% | +18.9% | +23.8% |
| 3M | +48.7% | +7.4% | +41.3% | +44.2% |
| 6M | +71.9% | +1.5% | +70.4% | +71.6% |
| YTD | +138.7% | +19.4% | +119.3% | +127.1% |
| All | +141.6% | +23.7% | +117.9% | +128.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling