+199.0%
VLO vs COO
-25.3%
+224.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -13.3% | +4.7% | -18.0% | -13.7% |
| 30D | -18.3% | +13.9% | -32.2% | -19.3% |
| 3M | +14.3% | -14.9% | +29.3% | +16.4% |
| 6M | +47.6% | +2.0% | +45.6% | +46.4% |
| YTD | +116.0% | -23.9% | +139.9% | +124.9% |
| 1Y | +101.0% | -9.6% | +110.6% | +102.5% |
| 3Y | +199.0% | -25.4% | +224.5% | +192.0% |
| All | +199.0% | -25.3% | +224.4% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling