+503.9%
VLO vs OSCR
-9.0%
+512.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +5.3% | +1.6% | +3.7% | +5.2% |
| 30D | +18.2% | +10.7% | +7.6% | +17.6% |
| 3M | +53.3% | +13.4% | +40.0% | +52.1% |
| 6M | +70.4% | +144.6% | -74.1% | +62.2% |
| YTD | +143.4% | +128.0% | +15.3% | +132.1% |
| 1Y | +153.0% | +68.7% | +84.3% | +143.6% |
| 3Y | +195.0% | +398.8% | -203.8% | +154.1% |
| 5Y | +618.8% | +87.3% | +531.5% | +516.1% |
| All | +503.9% | -9.0% | +512.8% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling