+609.6%
VLO vs RVMD
+560.0%
+49.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +4.0% | -3.6% | +7.5% | +4.2% |
| 30D | +19.0% | -1.1% | +20.1% | +19.0% |
| 3M | +50.0% | +41.0% | +8.9% | +47.0% |
| 6M | +79.1% | +105.7% | -26.6% | +70.4% |
| YTD | +140.3% | +155.3% | -15.0% | +124.5% |
| 1Y | +148.3% | +402.7% | -254.4% | +121.6% |
| 3Y | +194.6% | +533.1% | -338.5% | +154.8% |
| 5Y | +609.6% | +583.5% | +26.1% | +510.5% |
| All | +609.6% | +560.0% | +49.6% | +510.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling