+120.6%
VLO vs ADP
+20.3%
+100.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.5% | -8.3% | -6.1% |
| 7D | -6.0% | +6.4% | -12.3% | -6.8% |
| 30D | -12.9% | +16.6% | -29.5% | -14.7% |
| 3M | +18.3% | +12.9% | +5.5% | +16.1% |
| 6M | +46.4% | +45.7% | +0.8% | +36.7% |
| YTD | +127.7% | +20.6% | +107.1% | +103.5% |
| 1Y | +120.6% | +20.5% | +100.1% | +98.3% |
| All | +120.6% | +20.3% | +100.3% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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