+120.6%
VLO vs O
+8.1%
+112.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.7% | -5.5% |
| 7D | -6.0% | +5.8% | -11.8% | -5.7% |
| 30D | -12.9% | +10.7% | -23.5% | -12.7% |
| 3M | +18.3% | -4.5% | +22.9% | +19.3% |
| 6M | +46.4% | -4.1% | +50.6% | +47.6% |
| YTD | +127.7% | +9.8% | +117.9% | +105.4% |
| 1Y | +120.6% | +11.3% | +109.3% | +94.2% |
| All | +120.6% | +8.1% | +112.5% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling