+58.5%
ON vs VLO
+577.3%
-518.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.5% |
| 7D | -2.2% | +5.8% | -7.9% | -4.0% |
| 30D | -12.4% | +28.3% | -40.8% | -19.4% |
| 3M | -41.2% | +48.7% | -89.9% | -48.7% |
| 6M | +25.0% | +71.9% | -46.9% | +2.0% |
| YTD | +31.3% | +138.7% | -107.4% | -6.1% |
| 1Y | +45.4% | +148.5% | -103.0% | +1.7% |
| 3Y | -27.4% | +192.7% | -220.1% | -54.0% |
| 5Y | +58.5% | +601.6% | -543.1% | -25.2% |
| All | +58.5% | +577.3% | -518.8% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling