+35,889.1%
VLO vs ROL
+9,030.3%
+26,858.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +5.2% | -1.4% | +6.6% | +5.7% |
| 30D | +22.6% | -4.1% | +26.7% | +24.1% |
| 3M | +43.8% | -22.5% | +66.3% | +55.0% |
| 6M | +65.7% | -37.7% | +103.4% | +90.5% |
| YTD | +131.1% | -39.6% | +170.7% | +167.4% |
| 1Y | +143.6% | -36.0% | +179.6% | +175.7% |
| 3Y | +201.4% | -5.1% | +206.5% | +193.9% |
| 5Y | +568.9% | -3.4% | +572.3% | +530.9% |
| 10Y | +891.8% | +215.2% | +676.6% | +491.4% |
| All | +35,889.1% | +9,030.3% | +26,858.8% | +9,401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling