+36,299.7%
VLO vs NOC
+17,556.4%
+18,743.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +6.8% | +4.5% | +2.2% | +5.3% |
| 30D | -17.9% | +14.1% | -31.9% | -21.2% |
| 3M | +13.5% | -4.5% | +18.0% | +15.0% |
| 6M | +53.0% | -0.8% | +53.8% | +52.3% |
| YTD | +133.7% | -2.5% | +136.3% | +132.3% |
| 1Y | +115.7% | -0.1% | +115.8% | +112.4% |
| 3Y | +231.9% | +24.6% | +207.3% | +198.3% |
| 5Y | +471.6% | +65.6% | +406.0% | +358.0% |
| 10Y | +780.7% | +160.5% | +620.2% | +507.6% |
| All | +36,299.7% | +17,556.4% | +18,743.3% | +12,126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling