+726.2%
VLO vs P
+469.1%
+257.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.0% |
| 7D | -13.3% | -23.8% | +10.5% | -9.1% |
| 30D | -18.3% | -36.6% | +18.3% | -11.9% |
| 3M | +14.3% | +10.9% | +3.5% | +10.5% |
| 6M | +47.6% | +30.0% | +17.6% | +36.2% |
| YTD | +116.0% | +44.4% | +71.6% | +92.9% |
| 1Y | +101.0% | +3.9% | +97.1% | +89.1% |
| 3Y | +199.0% | +176.6% | +22.4% | +111.4% |
| 5Y | +419.0% | +249.3% | +169.8% | +231.7% |
| 10Y | +778.2% | +726.9% | +51.3% | +357.5% |
| All | +726.2% | +469.1% | +257.1% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling