+195.0%
VLO vs OKE
+72.4%
+122.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.1% |
| 3M | +53.3% | +9.6% | +43.7% | +44.8% |
| 6M | +70.4% | +15.4% | +55.1% | +56.2% |
| YTD | +143.4% | +36.5% | +106.9% | +101.8% |
| 1Y | +153.0% | +39.0% | +114.0% | +107.1% |
| 3Y | +195.0% | +74.3% | +120.7% | +109.6% |
| All | +195.0% | +72.4% | +122.6% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling