+35,889.1%
VLO vs OMC
+6,006.3%
+29,882.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | +5.2% | -6.4% | +11.6% | +8.0% |
| 30D | +22.6% | +1.1% | +21.5% | +21.7% |
| 3M | +43.8% | +10.4% | +33.4% | +36.6% |
| 6M | +65.7% | -1.7% | +67.5% | +64.4% |
| YTD | +131.1% | +4.4% | +126.7% | +119.5% |
| 1Y | +143.6% | +8.4% | +135.2% | +126.1% |
| 3Y | +201.4% | +14.4% | +187.0% | +168.2% |
| 5Y | +568.9% | +33.9% | +535.0% | +439.2% |
| 10Y | +891.8% | +34.9% | +857.0% | +695.7% |
| All | +35,889.1% | +6,006.3% | +29,882.8% | +14,511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling