+192.7%
VLO vs NOC
+26.5%
+166.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +5.8% | -2.7% | +8.5% | +6.0% |
| 30D | +28.3% | -8.9% | +37.2% | +29.3% |
| 3M | +48.7% | -3.7% | +52.4% | +49.1% |
| 6M | +71.9% | -30.8% | +102.7% | +79.4% |
| YTD | +138.7% | -7.9% | +146.6% | +139.5% |
| 1Y | +148.5% | -9.4% | +157.9% | +149.8% |
| 3Y | +192.7% | +29.0% | +163.7% | +170.8% |
| All | +192.7% | +26.5% | +166.1% | +170.8% |
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