+473.2%
VLO vs RRX
+9.8%
+463.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | +9.6% | +4.3% | +5.3% | +8.7% |
| 30D | -17.4% | +12.3% | -29.7% | -19.5% |
| 3M | +10.8% | +3.7% | +7.1% | +9.5% |
| 6M | +56.9% | -13.9% | +70.9% | +58.8% |
| YTD | +136.8% | +26.5% | +110.3% | +109.3% |
| 1Y | +120.7% | +29.3% | +91.3% | +93.4% |
| 3Y | +231.9% | +65.6% | +166.4% | +162.0% |
| All | +473.2% | +9.8% | +463.4% | +387.0% |
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