+9,701.7%
VLO vs RSG
+2,005.0%
+7,696.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | +5.8% | -0.7% | +6.5% | +6.1% |
| 30D | +28.3% | +3.3% | +25.0% | +26.7% |
| 3M | +48.7% | +8.5% | +40.3% | +43.7% |
| 6M | +71.9% | -3.5% | +75.4% | +73.6% |
| YTD | +138.7% | +5.5% | +133.2% | +132.7% |
| 1Y | +148.5% | -1.7% | +150.2% | +148.5% |
| 3Y | +192.7% | +56.9% | +135.8% | +140.2% |
| 5Y | +601.6% | +89.4% | +512.2% | +426.6% |
| 10Y | +900.2% | +412.5% | +487.7% | +432.1% |
| All | +9,701.7% | +2,005.0% | +7,696.7% | +3,304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling