+148.3%
VLO vs ROK
+24.9%
+123.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.0% |
| 7D | +4.0% | -1.6% | +5.6% | +3.8% |
| 30D | +19.0% | -5.4% | +24.4% | +18.5% |
| 3M | +50.0% | -4.0% | +53.9% | +49.7% |
| 6M | +79.1% | +13.3% | +65.8% | +79.4% |
| YTD | +140.3% | +9.3% | +130.9% | +140.6% |
| 1Y | +148.3% | +25.8% | +122.5% | +140.9% |
| All | +148.3% | +24.9% | +123.4% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling