-24.5%
ON vs VLO
+199.9%
-224.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +5.2% | -2.8% | +1.0% |
| 30D | -3.3% | +22.6% | -25.9% | -9.0% |
| 3M | -43.6% | +43.8% | -87.3% | -49.6% |
| 6M | +19.0% | +65.7% | -46.8% | -0.5% |
| YTD | +37.4% | +131.1% | -93.7% | -0.6% |
| 1Y | +54.8% | +143.6% | -88.9% | +8.3% |
| All | -24.5% | +199.9% | -224.4% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling