+210.5%
VLO vs RY
+160.5%
+49.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -9.5% | -0.6% | -8.9% | -9.4% |
| 30D | -19.1% | +6.1% | -25.3% | -20.3% |
| 3M | +11.4% | -3.4% | +14.7% | +12.3% |
| 6M | +46.7% | +12.8% | +34.0% | +40.8% |
| YTD | +118.6% | +21.0% | +97.6% | +104.1% |
| 1Y | +99.9% | +40.5% | +59.4% | +74.0% |
| 3Y | +210.5% | +159.9% | +50.6% | +96.4% |
| All | +210.5% | +160.5% | +49.9% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling