+35,889.1%
VLO vs RRX
+3,904.5%
+31,984.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.2% | +3.4% | +1.8% | +4.0% |
| 30D | +22.6% | -11.1% | +33.7% | +27.6% |
| 3M | +43.8% | -23.7% | +67.5% | +54.8% |
| 6M | +65.7% | -22.0% | +87.7% | +72.0% |
| YTD | +131.1% | +16.5% | +114.6% | +104.3% |
| 1Y | +143.6% | +11.5% | +132.1% | +117.0% |
| 3Y | +201.4% | +1.5% | +199.9% | +163.9% |
| 5Y | +568.9% | +18.3% | +550.6% | +432.8% |
| 10Y | +891.8% | +209.8% | +682.0% | +456.2% |
| All | +35,889.1% | +3,904.5% | +31,984.6% | +13,728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling