+603.4%
VLO vs ROK
+46.1%
+557.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | +5.8% | +2.8% | +3.0% | +5.0% |
| 30D | +28.3% | -2.4% | +30.7% | +29.0% |
| 3M | +48.7% | -4.7% | +53.4% | +49.7% |
| 6M | +71.9% | +16.8% | +55.2% | +62.2% |
| YTD | +138.7% | +11.4% | +127.3% | +127.6% |
| 1Y | +148.5% | +26.2% | +122.3% | +127.4% |
| 3Y | +192.7% | +51.9% | +140.8% | +146.9% |
| All | +603.4% | +46.1% | +557.3% | +463.4% |
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