+535.7%
ON vs VLO
+728.0%
-192.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | -4.1% | -9.5% | +5.4% | +0.3% |
| 30D | -10.2% | -19.1% | +8.9% | -2.1% |
| 3M | -12.7% | +11.4% | -24.1% | -18.1% |
| 6M | -32.5% | +46.7% | -79.3% | -44.9% |
| YTD | +28.6% | +118.6% | -90.1% | -15.2% |
| 1Y | +43.4% | +99.9% | -56.5% | -1.5% |
| 3Y | +3.3% | +210.5% | -207.2% | -44.8% |
| 5Y | +22.5% | +432.7% | -410.2% | -53.6% |
| 10Y | +535.7% | +717.1% | -181.4% | +75.9% |
| All | +535.7% | +728.0% | -192.3% | +75.9% |
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