+1,578.5%
NOK vs VLO
+28,630.4%
-27,051.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | +5.2% | -7.0% | -3.1% |
| 30D | +4.7% | +22.6% | -17.9% | -1.0% |
| 3M | -39.7% | +43.8% | -83.4% | -45.4% |
| 6M | +23.1% | +65.7% | -42.7% | +6.5% |
| YTD | +55.0% | +131.1% | -76.1% | +22.2% |
| 1Y | +118.0% | +143.6% | -25.6% | +69.0% |
| 3Y | +170.5% | +201.4% | -30.9% | +92.6% |
| 5Y | +84.9% | +568.9% | -484.0% | +1.4% |
| 10Y | +112.0% | +891.8% | -779.8% | -6.3% |
| All | +1,578.5% | +28,630.4% | -27,051.8% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling