+560.5%
VLO vs RRC
+156.2%
+404.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +5.2% | +1.3% | +3.9% | +4.7% |
| 30D | +22.6% | +10.1% | +12.5% | +18.4% |
| 3M | +43.8% | +4.0% | +39.8% | +41.3% |
| 6M | +65.7% | +1.6% | +64.2% | +64.5% |
| YTD | +131.1% | +19.7% | +111.4% | +115.7% |
| 1Y | +143.6% | +21.4% | +122.2% | +125.1% |
| 3Y | +201.4% | +29.7% | +171.7% | +165.6% |
| All | +560.5% | +156.2% | +404.3% | +331.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling