+473.2%
VLO vs ROK
+30.4%
+442.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +9.6% | +7.1% | +2.6% | +7.9% |
| 30D | -17.4% | -5.0% | -12.4% | -16.7% |
| 3M | +10.8% | -9.4% | +20.1% | +12.9% |
| 6M | +56.9% | -11.0% | +67.9% | +59.7% |
| YTD | +136.8% | +4.4% | +132.3% | +128.0% |
| 1Y | +120.7% | +7.4% | +113.2% | +110.4% |
| 3Y | +231.9% | +61.0% | +170.9% | +173.8% |
| All | +473.2% | +30.4% | +442.9% | +364.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling