+481.4%
VLO vs RVMD
+510.7%
-29.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +9.6% | -10.4% | +20.0% | +11.0% |
| 30D | -17.4% | -11.0% | -6.4% | -16.4% |
| 3M | +10.8% | -14.7% | +25.5% | +12.4% |
| 6M | +56.9% | +14.9% | +42.0% | +52.9% |
| YTD | +136.8% | +116.3% | +20.5% | +106.9% |
| 1Y | +120.7% | +167.6% | -47.0% | +86.8% |
| 3Y | +231.9% | +776.8% | -544.9% | +128.8% |
| 5Y | +479.0% | +424.8% | +54.2% | +299.5% |
| All | +481.4% | +510.7% | -29.3% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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