+227.7%
VLO vs NOC
+24.4%
+203.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +6.8% | +4.5% | +2.2% | +6.3% |
| 30D | -17.9% | +14.1% | -31.9% | -18.6% |
| 3M | +13.5% | -4.5% | +18.0% | +13.9% |
| 6M | +53.0% | -0.8% | +53.8% | +53.2% |
| YTD | +133.7% | -2.5% | +136.3% | +133.6% |
| 1Y | +115.7% | -0.1% | +115.8% | +114.9% |
| All | +227.7% | +24.4% | +203.2% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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