+193.8%
VLO vs RUN
-37.3%
+231.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.1% | +1.7% |
| 7D | +6.2% | -1.8% | +8.0% | +6.3% |
| 30D | +23.5% | -10.8% | +34.3% | +23.9% |
| 3M | +53.9% | -30.2% | +84.0% | +55.3% |
| 6M | +81.7% | -22.3% | +104.0% | +81.9% |
| YTD | +142.5% | -52.2% | +194.6% | +146.4% |
| 1Y | +145.4% | -45.1% | +190.5% | +147.1% |
| All | +193.8% | -37.3% | +231.1% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling