+614.6%
VLO vs COO
-44.2%
+658.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.2% | +7.8% | +2.4% |
| 7D | +6.2% | -9.0% | +15.2% | +7.5% |
| 30D | +23.5% | -16.8% | +40.3% | +26.5% |
| 3M | +53.9% | -7.5% | +61.3% | +55.1% |
| 6M | +81.7% | -16.3% | +97.9% | +85.9% |
| YTD | +142.5% | -22.5% | +165.0% | +151.5% |
| 1Y | +145.4% | -7.0% | +152.4% | +146.0% |
| 3Y | +197.3% | -27.5% | +224.8% | +204.6% |
| 5Y | +614.6% | -43.3% | +657.9% | +620.8% |
| All | +614.6% | -44.2% | +658.8% | +620.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling