+35,889.1%
VLO vs RVTY
+2,416.7%
+33,472.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | +22.6% | +13.2% | +9.4% | +18.8% |
| 3M | +43.8% | +27.2% | +16.5% | +34.7% |
| 6M | +65.7% | +32.4% | +33.3% | +52.2% |
| YTD | +131.1% | +34.9% | +96.2% | +110.4% |
| 1Y | +143.6% | +52.4% | +91.3% | +114.0% |
| 3Y | +201.4% | +12.3% | +189.1% | +179.7% |
| 5Y | +568.9% | -30.8% | +599.7% | +582.4% |
| 10Y | +891.8% | +150.7% | +741.1% | +611.2% |
| All | +35,889.1% | +2,416.7% | +33,472.4% | +15,972.1% |
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