+420.0%
VLO vs RBA
+37.7%
+382.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.2% |
| 7D | -13.3% | +4.3% | -17.6% | -13.8% |
| 30D | -18.3% | +16.3% | -34.6% | -19.9% |
| 3M | +14.3% | +1.3% | +13.0% | +13.9% |
| 6M | +47.6% | -11.1% | +58.7% | +49.0% |
| YTD | +116.0% | -8.5% | +124.4% | +116.4% |
| 1Y | +101.0% | -2.1% | +103.1% | +99.2% |
| 3Y | +199.0% | +44.6% | +154.5% | +181.1% |
| All | +420.0% | +37.7% | +382.3% | +422.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling