+45.4%
RSP vs VLO
+412.5%
-367.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -1.0% | -13.3% | +12.3% | +1.0% |
| 30D | +2.6% | -18.3% | +20.9% | +5.4% |
| 3M | -0.8% | +14.3% | -15.1% | -3.5% |
| 6M | +6.3% | +47.6% | -41.4% | -1.3% |
| YTD | +14.1% | +116.0% | -101.8% | -2.1% |
| 1Y | +18.0% | +101.0% | -83.0% | +2.5% |
| 3Y | +61.0% | +199.0% | -138.0% | +26.7% |
| All | +45.4% | +412.5% | -367.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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