+778.9%
VLO vs ROL
+213.5%
+565.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.3% |
| 7D | +6.8% | -1.7% | +8.4% | +7.1% |
| 30D | -17.9% | +18.5% | -36.4% | -20.3% |
| 3M | +13.5% | +4.3% | +9.2% | +12.4% |
| 6M | +53.0% | -27.7% | +80.8% | +61.8% |
| YTD | +133.7% | -35.8% | +169.5% | +152.1% |
| 1Y | +115.7% | -34.1% | +149.8% | +131.2% |
| 3Y | +231.9% | +2.9% | +229.0% | +216.9% |
| 5Y | +471.6% | +12.7% | +458.9% | +422.8% |
| All | +778.9% | +213.5% | +565.4% | +374.9% |
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