+924.9%
VLO vs RSG
+428.9%
+495.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +18.2% | +4.0% | +14.3% | +15.3% |
| 3M | +53.3% | +7.4% | +46.0% | +45.8% |
| 6M | +70.4% | +0.1% | +70.3% | +69.1% |
| YTD | +143.4% | +6.0% | +137.4% | +132.3% |
| 1Y | +153.0% | -3.0% | +156.0% | +155.0% |
| 3Y | +195.0% | +56.5% | +138.5% | +102.0% |
| 5Y | +618.8% | +90.9% | +527.8% | +296.4% |
| All | +924.9% | +428.9% | +495.9% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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