+195.5%
VLO vs RVTY
+18.2%
+177.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +5.2% | +1.1% | +4.1% | +5.1% |
| 30D | +22.6% | +13.2% | +9.4% | +20.5% |
| 3M | +43.8% | +27.2% | +16.5% | +38.6% |
| 6M | +65.7% | +32.4% | +33.3% | +58.6% |
| YTD | +131.1% | +34.9% | +96.2% | +119.0% |
| 1Y | +143.6% | +52.4% | +91.3% | +123.1% |
| All | +195.5% | +18.2% | +177.3% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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