+199.0%
VLO vs RY
+155.6%
+43.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -13.3% | -0.9% | -12.4% | -13.2% |
| 30D | -18.3% | +5.9% | -24.2% | -19.5% |
| 3M | +14.3% | -4.3% | +18.6% | +15.6% |
| 6M | +47.6% | +12.1% | +35.5% | +41.7% |
| YTD | +116.0% | +20.3% | +95.7% | +101.7% |
| 1Y | +101.0% | +41.0% | +60.0% | +74.1% |
| 3Y | +199.0% | +157.5% | +41.5% | +85.5% |
| All | +199.0% | +155.6% | +43.4% | +85.5% |
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 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