+743.6%
VLO vs COO
+40.7%
+702.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.1% |
| 7D | -6.5% | +4.3% | -10.8% | -8.0% |
| 30D | -17.8% | +17.6% | -35.3% | -22.6% |
| 3M | +19.6% | -13.9% | +33.5% | +24.9% |
| 6M | +49.3% | +6.6% | +42.7% | +42.6% |
| YTD | +122.4% | -22.0% | +144.4% | +138.7% |
| 1Y | +107.4% | -8.8% | +116.2% | +108.4% |
| 3Y | +223.1% | -21.5% | +244.5% | +227.5% |
| 5Y | +432.2% | -41.0% | +473.2% | +504.0% |
| 10Y | +743.6% | +40.9% | +702.8% | +587.9% |
| All | +743.6% | +40.7% | +702.9% | +587.9% |
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