+231.9%
VLO vs COO
-24.0%
+256.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +9.6% | +0.5% | +9.2% | +9.6% |
| 30D | -17.4% | +14.2% | -31.5% | -18.4% |
| 3M | +10.8% | -18.2% | +29.0% | +13.2% |
| 6M | +56.9% | +5.3% | +51.6% | +55.0% |
| YTD | +136.8% | -23.6% | +160.3% | +146.3% |
| 1Y | +120.7% | -12.7% | +133.3% | +123.7% |
| 3Y | +231.9% | -24.2% | +256.1% | +228.2% |
| All | +231.9% | -24.0% | +256.0% | +228.2% |
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