+47.6%
ON vs VLO
+117.8%
-70.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.6% |
| 7D | +12.2% | +9.6% | +2.6% | +12.4% |
| 30D | -3.1% | -17.4% | +14.3% | -4.7% |
| 3M | -12.9% | +10.8% | -23.6% | -12.7% |
| 6M | -38.6% | +56.9% | -95.5% | -36.7% |
| YTD | +31.2% | +136.8% | -105.6% | +26.9% |
| 1Y | +47.6% | +120.7% | -73.0% | +43.3% |
| All | +47.6% | +117.8% | -70.1% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling