+127.9%
NOK vs VLO
+790.8%
-662.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +5.4% | +9.6% | -4.3% | +3.1% |
| 30D | -14.1% | -17.4% | +3.2% | -10.5% |
| 3M | -23.6% | +10.8% | -34.3% | -25.7% |
| 6M | -45.1% | +56.9% | -102.1% | -51.0% |
| YTD | +24.7% | +136.8% | -112.0% | +0.7% |
| 1Y | +19.0% | +120.7% | -101.6% | -2.4% |
| 3Y | +147.0% | +231.9% | -84.9% | +79.7% |
| 5Y | +58.2% | +479.0% | -420.8% | -3.4% |
| All | +127.9% | +790.8% | -662.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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