+231.9%
VLO vs ROL
+5.9%
+226.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.4% |
| 7D | +9.6% | +3.0% | +6.7% | +9.8% |
| 30D | -17.4% | +19.8% | -37.2% | -16.7% |
| 3M | +10.8% | +7.9% | +2.9% | +11.3% |
| 6M | +56.9% | -25.6% | +82.6% | +56.1% |
| YTD | +136.8% | -34.1% | +170.9% | +136.0% |
| 1Y | +120.7% | -31.4% | +152.1% | +120.2% |
| 3Y | +231.9% | +4.7% | +227.2% | +240.8% |
| All | +231.9% | +5.9% | +226.0% | +240.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling