+120.6%
VLO vs COMP
+23.8%
+96.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.7% | -13.5% | -4.8% |
| 7D | -6.0% | +9.5% | -15.4% | -4.7% |
| 30D | -12.9% | +8.1% | -20.9% | -11.7% |
| 3M | +18.3% | -16.3% | +34.7% | +16.6% |
| 6M | +46.4% | +42.2% | +4.2% | +56.2% |
| YTD | +127.7% | -5.0% | +132.8% | +147.4% |
| 1Y | +120.6% | +20.1% | +100.5% | +132.3% |
| All | +120.6% | +23.8% | +96.8% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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