+148.5%
VLO vs ROL
-37.3%
+185.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.2% |
| 7D | +5.8% | -3.4% | +9.2% | +5.7% |
| 30D | +28.3% | -6.9% | +35.3% | +28.2% |
| 3M | +48.7% | -24.6% | +73.3% | +48.1% |
| 6M | +71.9% | -39.5% | +111.4% | +70.5% |
| YTD | +138.7% | -41.1% | +179.8% | +140.0% |
| 1Y | +148.5% | -37.9% | +186.4% | +150.2% |
| All | +148.5% | -37.3% | +185.7% | +150.2% |
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