+143.6%
VLO vs ROL
-35.4%
+179.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +5.2% | -1.4% | +6.6% | +5.2% |
| 30D | +22.6% | -4.1% | +26.7% | +22.6% |
| 3M | +43.8% | -22.5% | +66.3% | +43.2% |
| 6M | +65.7% | -37.7% | +103.4% | +64.4% |
| YTD | +131.1% | -39.6% | +170.7% | +132.4% |
| 1Y | +143.6% | -36.0% | +179.6% | +145.1% |
| All | +143.6% | -35.4% | +179.0% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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