+35,889.1%
VLO vs ROK
+15,847.2%
+20,041.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | +22.6% | -3.3% | +25.9% | +24.2% |
| 3M | +43.8% | -5.9% | +49.6% | +46.1% |
| 6M | +65.7% | +13.9% | +51.9% | +53.5% |
| YTD | +131.1% | +12.6% | +118.5% | +114.0% |
| 1Y | +143.6% | +28.6% | +115.0% | +112.6% |
| 3Y | +201.4% | +45.1% | +156.3% | +142.2% |
| 5Y | +568.9% | +45.6% | +523.3% | +415.7% |
| 10Y | +891.8% | +345.0% | +546.8% | +382.9% |
| All | +35,889.1% | +15,847.2% | +20,041.9% | +7,059.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling