+120.6%
VLO vs OMC
+24.5%
+96.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.2% | -11.0% | -5.1% |
| 7D | -6.0% | +12.5% | -18.5% | -4.7% |
| 30D | -12.9% | +16.3% | -29.2% | -11.5% |
| 3M | +18.3% | +8.1% | +10.3% | +19.3% |
| 6M | +46.4% | +17.2% | +29.3% | +48.5% |
| YTD | +127.7% | +11.8% | +116.0% | +127.1% |
| 1Y | +120.6% | +23.9% | +96.7% | +119.2% |
| All | +120.6% | +24.5% | +96.1% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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