+33,946.6%
VLO vs RVTY
+2,976.2%
+30,970.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -9.5% | -2.7% | -6.8% | -8.9% |
| 30D | -19.1% | +3.2% | -22.4% | -19.9% |
| 3M | +11.4% | +37.2% | -25.8% | +2.5% |
| 6M | +46.7% | +57.7% | -11.0% | +29.8% |
| YTD | +118.6% | +64.8% | +53.8% | +88.7% |
| 1Y | +99.9% | +72.8% | +27.0% | +70.3% |
| 3Y | +210.5% | +89.8% | +120.7% | +153.3% |
| 5Y | +432.7% | -8.4% | +441.1% | +405.3% |
| 10Y | +717.1% | +219.5% | +497.7% | +450.2% |
| All | +33,946.6% | +2,976.2% | +30,970.4% | +14,315.9% |
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