+35,208.6%
VLO vs RVTY
+2,959.8%
+32,248.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -16.6% | +1.7% | -18.3% | -17.1% |
| 3M | +12.3% | +36.8% | -24.5% | +3.4% |
| 6M | +47.8% | +60.1% | -12.3% | +30.3% |
| YTD | +126.7% | +64.0% | +62.8% | +96.0% |
| 1Y | +105.4% | +68.2% | +37.2% | +76.1% |
| 3Y | +222.0% | +88.8% | +133.2% | +163.0% |
| 5Y | +449.8% | -10.5% | +460.4% | +424.7% |
| 10Y | +754.3% | +219.7% | +534.6% | +475.1% |
| All | +35,208.6% | +2,959.8% | +32,248.8% | +14,869.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling