+227.7%
VLO vs OMC
+28.0%
+199.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.4% |
| 7D | +6.8% | -0.3% | +7.0% | +6.8% |
| 30D | -17.9% | +10.6% | -28.5% | -19.2% |
| 3M | +13.5% | +2.6% | +10.9% | +12.8% |
| 6M | +53.0% | +16.6% | +36.4% | +47.8% |
| YTD | +133.7% | +10.9% | +122.8% | +127.4% |
| 1Y | +115.7% | +22.1% | +93.6% | +102.3% |
| All | +227.7% | +28.0% | +199.7% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling