+924.9%
VLO vs RRX
+228.4%
+696.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.2% |
| 7D | +5.3% | -0.3% | +5.7% | +5.4% |
| 30D | +18.2% | -6.1% | +24.4% | +21.0% |
| 3M | +53.3% | -23.1% | +76.4% | +66.3% |
| 6M | +70.4% | -19.5% | +90.0% | +75.0% |
| YTD | +143.4% | +16.1% | +127.3% | +105.9% |
| 1Y | +153.0% | +12.9% | +140.1% | +114.3% |
| 3Y | +195.0% | +7.9% | +187.0% | +136.6% |
| 5Y | +618.8% | +19.1% | +599.7% | +400.1% |
| All | +924.9% | +228.4% | +696.5% | +297.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling