+609.6%
VLO vs RRX
+14.8%
+594.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +4.0% | -3.7% | +7.7% | +4.8% |
| 30D | +19.0% | -9.3% | +28.3% | +21.3% |
| 3M | +50.0% | -21.8% | +71.8% | +55.8% |
| 6M | +79.1% | -22.0% | +101.1% | +83.0% |
| YTD | +140.3% | +11.9% | +128.3% | +119.0% |
| 1Y | +148.3% | +11.6% | +136.7% | +125.1% |
| 3Y | +194.6% | +2.2% | +192.5% | +166.4% |
| 5Y | +609.6% | +14.9% | +594.7% | +496.3% |
| All | +609.6% | +14.8% | +594.8% | +496.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling