+35,889.1%
VLO vs NOC
+16,458.4%
+19,430.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.8% |
| 7D | +5.2% | -5.2% | +10.4% | +7.0% |
| 30D | +22.6% | -7.2% | +29.8% | +25.4% |
| 3M | +43.8% | -5.1% | +48.9% | +45.5% |
| 6M | +65.7% | -31.1% | +96.8% | +84.8% |
| YTD | +131.1% | -8.6% | +139.7% | +134.6% |
| 1Y | +143.6% | -9.7% | +153.4% | +147.8% |
| 3Y | +201.4% | +24.3% | +177.1% | +170.1% |
| 5Y | +568.9% | +52.6% | +516.3% | +450.1% |
| 10Y | +891.8% | +183.6% | +708.2% | +568.8% |
| All | +35,889.1% | +16,458.4% | +19,430.7% | +12,246.8% |
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 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