+138.6%
NOK vs VLO
+946.8%
-808.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.5% |
| 7D | +11.0% | +5.3% | +5.7% | +9.7% |
| 30D | +7.8% | +18.2% | -10.4% | +3.7% |
| 3M | -21.0% | +53.3% | -74.3% | -28.6% |
| 6M | +40.9% | +70.4% | -29.5% | +23.7% |
| YTD | +72.0% | +143.4% | -71.4% | +38.6% |
| 1Y | +140.9% | +153.0% | -12.1% | +91.9% |
| 3Y | +194.3% | +195.0% | -0.7% | +120.9% |
| 5Y | +112.5% | +618.8% | -506.2% | +23.0% |
| All | +138.6% | +946.8% | -808.3% | +6.6% |
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