+115.7%
VLO vs RUN
-57.8%
+173.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.1% | +9.2% | +2.8% |
| 7D | +6.8% | -13.7% | +20.4% | +6.0% |
| 30D | -17.9% | +9.4% | -27.2% | -17.3% |
| 3M | +13.5% | -13.4% | +27.0% | +13.7% |
| 6M | +53.0% | -39.6% | +92.6% | +52.2% |
| YTD | +133.7% | -53.7% | +187.4% | +131.8% |
| 1Y | +115.7% | -56.2% | +171.8% | +115.2% |
| All | +115.7% | -57.8% | +173.5% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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