+65.7%
VLO vs IR
-16.8%
+82.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.5% |
| 7D | +5.2% | -2.8% | +8.0% | +4.2% |
| 30D | +22.6% | -15.1% | +37.7% | +15.2% |
| 3M | +43.8% | +6.1% | +37.7% | +49.4% |
| 6M | +65.7% | -16.8% | +82.6% | +58.2% |
| All | +65.7% | -16.8% | +82.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 6mo: compounded portfolio wealth divided by compounded IR 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…
6mo analysis · Full analysis span regression · 6 months rolling