+35,208.6%
VLO vs ROK
+14,831.9%
+20,376.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.8% |
| 7D | -0.4% | -8.5% | +8.0% | +2.8% |
| 30D | -16.6% | -6.4% | -10.2% | -14.8% |
| 3M | +12.3% | -8.8% | +21.1% | +15.6% |
| 6M | +47.8% | -10.5% | +58.3% | +51.8% |
| YTD | +126.7% | +5.4% | +121.3% | +113.9% |
| 1Y | +105.4% | +5.0% | +100.4% | +93.7% |
| 3Y | +222.0% | +64.3% | +157.7% | +144.2% |
| 5Y | +449.8% | +34.0% | +415.9% | +336.7% |
| 10Y | +754.3% | +268.2% | +486.2% | +345.4% |
| All | +35,208.6% | +14,831.9% | +20,376.7% | +7,056.0% |
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