+743.6%
VLO vs RBA
+236.6%
+507.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.4% |
| 7D | -6.5% | +2.5% | -9.0% | -7.1% |
| 30D | -17.8% | +11.6% | -29.3% | -20.1% |
| 3M | +19.6% | +1.5% | +18.1% | +18.6% |
| 6M | +49.3% | -6.6% | +55.9% | +50.1% |
| YTD | +122.4% | -6.3% | +128.7% | +121.9% |
| 1Y | +107.4% | -4.0% | +111.4% | +105.4% |
| 3Y | +223.1% | +47.3% | +175.8% | +178.8% |
| 5Y | +432.2% | +47.7% | +384.6% | +347.2% |
| 10Y | +743.6% | +224.7% | +518.9% | +344.3% |
| All | +743.6% | +236.6% | +507.1% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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