+120.6%
VLO vs RRX
+30.0%
+90.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.1% | -6.0% |
| 7D | -6.0% | +7.6% | -13.6% | -5.3% |
| 30D | -12.9% | +7.5% | -20.4% | -12.1% |
| 3M | +18.3% | -21.0% | +39.4% | +17.3% |
| 6M | +46.4% | -18.1% | +64.5% | +46.2% |
| YTD | +127.7% | +24.3% | +103.5% | +118.6% |
| 1Y | +120.6% | +29.3% | +91.3% | +111.9% |
| All | +120.6% | +30.0% | +90.6% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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