+717.1%
VLO vs ROL
+209.5%
+507.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -9.5% | +2.9% | -12.4% | -10.0% |
| 30D | -19.1% | +20.1% | -39.3% | -21.8% |
| 3M | +11.4% | +3.2% | +8.2% | +10.5% |
| 6M | +46.7% | -28.0% | +74.8% | +55.3% |
| YTD | +118.6% | -35.3% | +153.9% | +135.5% |
| 1Y | +99.9% | -33.6% | +133.5% | +114.1% |
| 3Y | +210.5% | +3.8% | +206.7% | +196.0% |
| 5Y | +432.7% | +14.4% | +418.3% | +385.6% |
| 10Y | +717.1% | +213.1% | +504.1% | +343.1% |
| All | +717.1% | +209.5% | +507.6% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling