+143.6%
VLO vs ADP
-4.5%
+148.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +5.2% | -3.4% | +8.6% | +5.6% |
| 30D | +22.6% | +2.8% | +19.8% | +22.2% |
| 3M | +43.8% | +20.9% | +22.8% | +39.5% |
| 6M | +65.7% | +29.9% | +35.9% | +57.2% |
| YTD | +131.1% | +9.6% | +121.5% | +112.8% |
| 1Y | +143.6% | -5.3% | +148.9% | +119.4% |
| All | +143.6% | -4.5% | +148.2% | +119.4% |
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