+790.3%
VLO vs COO
+41.1%
+749.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +9.6% | +0.5% | +9.2% | +9.4% |
| 30D | -17.4% | +14.2% | -31.5% | -21.4% |
| 3M | +10.8% | -18.2% | +29.0% | +17.7% |
| 6M | +56.9% | +5.3% | +51.6% | +50.4% |
| YTD | +136.8% | -23.6% | +160.3% | +155.9% |
| 1Y | +120.7% | -12.7% | +133.3% | +125.3% |
| 3Y | +231.9% | -24.2% | +256.1% | +241.1% |
| 5Y | +479.0% | -40.0% | +519.0% | +547.3% |
| All | +790.3% | +41.1% | +749.2% | +581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling