+43.4%
ON vs VLO
+104.0%
-60.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -4.1% | -9.5% | +5.4% | -4.7% |
| 30D | -10.2% | -19.1% | +8.9% | -11.4% |
| 3M | -12.7% | +11.4% | -24.1% | -12.2% |
| 6M | -32.5% | +46.7% | -79.3% | -30.5% |
| YTD | +28.6% | +118.6% | -90.1% | +24.3% |
| 1Y | +43.4% | +99.9% | -56.5% | +38.9% |
| All | +43.4% | +104.0% | -60.6% | +38.9% |
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 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