+560.5%
VLO vs RY
+140.8%
+419.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +5.2% | +3.1% | +2.1% | +3.5% |
| 30D | +22.6% | -0.3% | +22.9% | +22.7% |
| 3M | +43.8% | +8.7% | +35.1% | +36.7% |
| 6M | +65.7% | +28.5% | +37.2% | +41.6% |
| YTD | +131.1% | +25.1% | +106.0% | +100.7% |
| 1Y | +143.6% | +46.3% | +97.3% | +90.6% |
| 3Y | +201.4% | +154.9% | +46.4% | +55.2% |
| All | +560.5% | +140.8% | +419.8% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling