+420.0%
VLO vs ROL
+13.1%
+406.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -13.3% | +9.5% | -22.8% | -13.6% |
| 30D | -18.3% | +22.9% | -41.2% | -18.9% |
| 3M | +14.3% | +3.5% | +10.8% | +14.2% |
| 6M | +47.6% | -29.4% | +77.0% | +50.2% |
| YTD | +116.0% | -36.1% | +152.0% | +121.1% |
| 1Y | +101.0% | -34.4% | +135.4% | +105.4% |
| 3Y | +199.0% | +4.0% | +195.0% | +190.5% |
| All | +420.0% | +13.1% | +406.9% | +416.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling