+588.7%
VLO vs OSCR
+96.8%
+491.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +62.3% |
| YTD | +143.4% | +128.0% | +15.3% | +132.3% |
| 1Y | +153.0% | +68.7% | +84.3% | +143.7% |
| 3Y | +195.0% | +398.8% | -203.8% | +153.6% |
| All | +588.7% | +96.8% | +491.9% | +486.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling