+7.4%
ON vs VLO
+216.6%
-209.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +8.4% |
| 7D | -1.4% | -6.5% | +5.1% | +0.4% |
| 30D | -10.9% | -17.8% | +6.9% | -6.6% |
| 3M | -14.9% | +19.6% | -34.4% | -20.2% |
| 6M | -33.0% | +49.3% | -82.3% | -41.9% |
| YTD | +27.6% | +122.4% | -94.8% | -8.2% |
| 1Y | +44.5% | +107.4% | -63.0% | +6.8% |
| 3Y | +7.4% | +223.1% | -215.7% | -41.8% |
| All | +7.4% | +216.6% | -209.2% | -41.8% |
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 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