+202.4%
VLO vs P
+158.6%
+43.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +5.2% | +6.5% | -1.3% | +4.6% |
| 30D | +22.6% | +18.8% | +3.8% | +20.6% |
| 3M | +43.8% | +26.7% | +17.0% | +40.3% |
| 6M | +65.7% | +62.2% | +3.6% | +57.1% |
| YTD | +131.1% | +48.5% | +82.6% | +120.0% |
| 1Y | +143.6% | +26.4% | +117.2% | +133.7% |
| All | +202.4% | +158.6% | +43.8% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling