+911.8%
VLO vs RMBS
+554.0%
+357.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | +4.0% | +1.2% | +2.8% | +3.7% |
| 30D | +19.0% | -11.5% | +30.5% | +21.9% |
| 3M | +50.0% | -38.2% | +88.2% | +64.3% |
| 6M | +79.1% | -4.8% | +83.9% | +67.7% |
| YTD | +140.3% | -7.1% | +147.4% | +121.0% |
| 1Y | +148.3% | +10.7% | +137.6% | +111.1% |
| 3Y | +194.6% | +54.5% | +140.2% | +100.2% |
| 5Y | +609.6% | +261.7% | +347.9% | +194.7% |
| All | +911.8% | +554.0% | +357.8% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling