+743.6%
VLO vs RY
+367.8%
+375.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +1.6% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -17.8% | +7.1% | -24.8% | -23.0% |
| 3M | +19.6% | -2.7% | +22.3% | +21.5% |
| 6M | +49.3% | +13.8% | +35.5% | +29.8% |
| YTD | +122.4% | +22.1% | +100.3% | +78.4% |
| 1Y | +107.4% | +43.1% | +64.4% | +41.8% |
| 3Y | +223.1% | +163.6% | +59.4% | +12.4% |
| 5Y | +432.2% | +126.2% | +306.0% | +114.4% |
| 10Y | +743.6% | +358.7% | +384.9% | +76.5% |
| All | +743.6% | +367.8% | +375.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling