+556.1%
ON vs VLO
+749.3%
-193.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.1% | +4.1% |
| 7D | +3.3% | -0.4% | +3.8% | +3.8% |
| 30D | -3.1% | -16.6% | +13.4% | +4.3% |
| 3M | -9.2% | +12.3% | -21.5% | -15.0% |
| 6M | -31.4% | +47.8% | -79.2% | -44.0% |
| YTD | +36.0% | +126.7% | -90.8% | -11.7% |
| 1Y | +52.0% | +105.4% | -53.4% | +3.2% |
| 3Y | +9.3% | +222.0% | -212.7% | -42.6% |
| 5Y | +26.5% | +449.8% | -423.3% | -52.8% |
| 10Y | +556.1% | +754.3% | -198.2% | +75.8% |
| All | +556.1% | +749.3% | -193.1% | +75.8% |
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