+209.9%
ON vs VLO
+10,631.1%
-10,421.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +5.2% | -2.8% | +0.3% |
| 30D | -3.3% | +22.6% | -25.9% | -11.2% |
| 3M | -43.6% | +43.8% | -87.3% | -51.8% |
| 6M | +19.0% | +65.7% | -46.8% | -5.7% |
| YTD | +37.4% | +131.1% | -93.7% | -5.8% |
| 1Y | +54.8% | +143.6% | -88.9% | +3.1% |
| 3Y | -25.2% | +201.4% | -226.6% | -55.5% |
| 5Y | +62.7% | +568.9% | -506.2% | -33.9% |
| 10Y | +574.3% | +891.8% | -317.5% | +119.4% |
| All | +209.9% | +10,631.1% | -10,421.2% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling