+501.6%
VLO vs OSCR
-11.8%
+513.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.8% |
| 7D | +6.2% | +4.7% | +1.5% | +6.0% |
| 30D | +23.5% | +14.8% | +8.7% | +22.6% |
| 3M | +53.9% | +16.7% | +37.2% | +52.4% |
| 6M | +81.7% | +127.5% | -45.8% | +73.5% |
| YTD | +142.5% | +121.0% | +21.4% | +131.6% |
| 1Y | +145.4% | +58.4% | +87.0% | +137.1% |
| 3Y | +197.3% | +392.4% | -195.1% | +156.2% |
| 5Y | +614.6% | +80.5% | +534.1% | +513.7% |
| All | +501.6% | -11.8% | +513.4% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling