+591.8%
ON vs VLO
+919.7%
-327.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | -1.9% | +6.2% | -8.1% | -4.6% |
| 30D | -11.0% | +23.5% | -34.5% | -19.2% |
| 3M | -39.3% | +53.9% | -93.2% | -50.6% |
| 6M | +19.8% | +81.7% | -61.8% | -11.2% |
| YTD | +31.1% | +142.5% | -111.4% | -16.1% |
| 1Y | +46.0% | +145.4% | -99.5% | -7.8% |
| 3Y | -27.5% | +197.3% | -224.8% | -59.7% |
| 5Y | +56.9% | +614.6% | -557.7% | -47.8% |
| 10Y | +591.8% | +938.9% | -347.1% | +95.1% |
| All | +591.8% | +919.7% | -327.9% | +95.1% |
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