+12,919.4%
VLO vs RMBS
+1,339.3%
+11,580.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +5.2% | -0.3% | +5.6% | +5.2% |
| 30D | +22.6% | -12.2% | +34.8% | +24.2% |
| 3M | +43.8% | -49.5% | +93.3% | +54.3% |
| 6M | +65.7% | -7.1% | +72.9% | +62.5% |
| YTD | +131.1% | -7.0% | +138.1% | +124.6% |
| 1Y | +143.6% | +13.3% | +130.3% | +129.1% |
| 3Y | +201.4% | +49.2% | +152.1% | +165.4% |
| 5Y | +568.9% | +250.0% | +318.9% | +423.1% |
| 10Y | +891.8% | +495.1% | +396.7% | +625.0% |
| All | +12,919.4% | +1,339.3% | +11,580.1% | +6,732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling