+938.9%
VLO vs ROL
+205.3%
+733.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +6.2% | -3.3% | +9.5% | +6.9% |
| 30D | +23.5% | -7.2% | +30.7% | +25.1% |
| 3M | +53.9% | -27.0% | +80.8% | +62.7% |
| 6M | +81.7% | -39.5% | +121.2% | +98.7% |
| YTD | +142.5% | -41.8% | +184.3% | +166.9% |
| 1Y | +145.4% | -38.9% | +184.3% | +166.8% |
| 3Y | +197.3% | -0.4% | +197.7% | +184.5% |
| 5Y | +614.6% | -4.2% | +618.8% | +577.6% |
| 10Y | +938.9% | +208.2% | +730.7% | +496.3% |
| All | +938.9% | +205.3% | +733.5% | +496.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling