+601.6%
VLO vs OMC
+32.6%
+569.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.7% |
| 7D | +5.8% | -5.8% | +11.5% | +7.2% |
| 30D | +28.3% | -4.8% | +33.2% | +29.7% |
| 3M | +48.7% | +9.2% | +39.5% | +44.4% |
| 6M | +71.9% | -2.5% | +74.4% | +71.7% |
| YTD | +138.7% | +2.6% | +136.1% | +133.3% |
| 1Y | +148.5% | +5.9% | +142.5% | +139.1% |
| 3Y | +192.7% | +14.2% | +178.5% | +169.0% |
| 5Y | +601.6% | +33.2% | +568.4% | +441.3% |
| All | +601.6% | +32.6% | +569.0% | +441.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling