+202.4%
VLO vs COO
-23.4%
+225.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +5.2% | -2.2% | +7.4% | +5.5% |
| 30D | +22.6% | -7.0% | +29.6% | +23.7% |
| 3M | +43.8% | +12.2% | +31.6% | +41.3% |
| 6M | +65.7% | -15.1% | +80.9% | +70.6% |
| YTD | +131.1% | -15.1% | +146.2% | +137.7% |
| 1Y | +143.6% | +2.3% | +141.3% | +141.5% |
| All | +202.4% | -23.4% | +225.8% | +195.2% |
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