+33,533.0%
VLO vs RRC
+1,414.2%
+32,118.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.8% |
| 7D | -13.3% | -10.8% | -2.5% | -11.2% |
| 30D | -18.3% | +22.3% | -40.6% | -21.9% |
| 3M | +14.3% | +26.6% | -12.3% | +8.4% |
| 6M | +47.6% | +18.9% | +28.7% | +41.6% |
| YTD | +116.0% | +39.2% | +76.8% | +100.4% |
| 1Y | +101.0% | +34.0% | +67.1% | +87.8% |
| 3Y | +199.0% | +42.0% | +157.0% | +173.4% |
| 5Y | +419.0% | +111.9% | +307.2% | +326.9% |
| 10Y | +778.2% | +62.8% | +715.4% | +547.0% |
| All | +33,533.0% | +1,414.2% | +32,118.8% | +19,087.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling