+191.2%
VLO vs RSG
+56.5%
+134.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +4.0% | -1.8% | +5.8% | +4.3% |
| 30D | +19.0% | +2.8% | +16.2% | +18.5% |
| 3M | +50.0% | +4.3% | +45.7% | +48.8% |
| 6M | +79.1% | -0.5% | +79.7% | +79.0% |
| YTD | +140.3% | +5.2% | +135.0% | +138.3% |
| 1Y | +148.3% | -2.1% | +150.5% | +148.4% |
| All | +191.2% | +56.5% | +134.7% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling