+153.0%
VLO vs OKE
+40.5%
+112.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +5.3% | +1.2% | +4.1% | +4.5% |
| 30D | +18.2% | +4.5% | +13.7% | +15.0% |
| 3M | +53.3% | +9.6% | +43.7% | +44.4% |
| 6M | +70.4% | +15.4% | +55.1% | +56.2% |
| YTD | +143.4% | +36.5% | +106.9% | +102.5% |
| 1Y | +153.0% | +39.0% | +114.0% | +107.0% |
| All | +153.0% | +40.5% | +112.5% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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