+217.8%
VLO vs RMBS
+37.1%
+180.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +3.3% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | -16.6% | -15.5% | -1.1% | -15.7% |
| 3M | +12.3% | -11.5% | +23.8% | +12.7% |
| 6M | +47.8% | -36.5% | +84.4% | +51.2% |
| YTD | +126.7% | -7.1% | +133.8% | +115.2% |
| 1Y | +105.4% | -18.7% | +124.0% | +98.7% |
| All | +217.8% | +37.1% | +180.8% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling