+868.5%
VLO vs COO
+47.8%
+820.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | +5.2% | -2.2% | +7.4% | +6.1% |
| 30D | +22.6% | -7.0% | +29.6% | +25.9% |
| 3M | +43.8% | +12.2% | +31.6% | +36.6% |
| 6M | +65.7% | -15.1% | +80.9% | +74.6% |
| YTD | +131.1% | -15.1% | +146.2% | +143.3% |
| 1Y | +143.6% | +2.3% | +141.3% | +135.9% |
| 3Y | +201.4% | -23.7% | +225.1% | +215.8% |
| 5Y | +568.9% | -38.9% | +607.8% | +666.7% |
| All | +868.5% | +47.8% | +820.7% | +658.8% |
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