+560.5%
VLO vs ROL
-3.8%
+564.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +5.2% | -1.4% | +6.6% | +5.3% |
| 30D | +22.6% | -4.1% | +26.7% | +22.8% |
| 3M | +43.8% | -22.5% | +66.3% | +45.4% |
| 6M | +65.7% | -37.7% | +103.4% | +69.4% |
| YTD | +131.1% | -39.6% | +170.7% | +136.7% |
| 1Y | +143.6% | -36.0% | +179.6% | +148.6% |
| 3Y | +201.4% | -5.1% | +206.5% | +195.3% |
| All | +560.5% | -3.8% | +564.3% | +545.9% |
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 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