+34,532.9%
VLO vs ROL
+9,763.6%
+24,769.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.3% |
| 7D | -6.5% | +7.5% | -14.0% | -8.6% |
| 30D | -17.8% | +21.1% | -38.9% | -22.7% |
| 3M | +19.6% | +3.1% | +16.4% | +17.6% |
| 6M | +49.3% | -27.4% | +76.7% | +63.0% |
| YTD | +122.4% | -34.7% | +157.1% | +149.7% |
| 1Y | +107.4% | -32.9% | +140.4% | +130.7% |
| 3Y | +223.1% | +6.1% | +216.9% | +203.2% |
| 5Y | +432.2% | +16.3% | +415.9% | +371.6% |
| 10Y | +743.6% | +214.9% | +528.8% | +402.0% |
| All | +34,532.9% | +9,763.6% | +24,769.4% | +8,771.7% |
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