+103.3%
VLO vs COO
-8.8%
+112.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +3.2% |
| 7D | -6.5% | +4.3% | -10.8% | -5.9% |
| 30D | -17.8% | +17.6% | -35.3% | -16.4% |
| 3M | +19.6% | -13.9% | +33.5% | +19.2% |
| 6M | +49.3% | +6.6% | +42.7% | +51.5% |
| YTD | +122.4% | -22.0% | +144.4% | +133.5% |
| All | +103.3% | -8.8% | +112.1% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling