+523.3%
ON vs VLO
+790.8%
-267.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.2% |
| 7D | +12.2% | +9.6% | +2.6% | +7.9% |
| 30D | -3.1% | -17.4% | +14.3% | +4.7% |
| 3M | -12.9% | +10.8% | -23.6% | -17.9% |
| 6M | -38.6% | +56.9% | -95.5% | -51.3% |
| YTD | +31.2% | +136.8% | -105.6% | -16.4% |
| 1Y | +47.6% | +120.7% | -73.0% | -3.0% |
| 3Y | +6.6% | +231.9% | -225.3% | -44.7% |
| 5Y | +21.3% | +479.0% | -457.7% | -55.8% |
| All | +523.3% | +790.8% | -267.4% | +63.9% |
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