+938.9%
VLO vs ROP
+132.1%
+806.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.3% |
| 7D | +6.2% | -6.1% | +12.4% | +9.6% |
| 30D | +23.5% | -3.4% | +26.8% | +25.2% |
| 3M | +53.9% | +16.7% | +37.2% | +39.7% |
| 6M | +81.7% | +8.1% | +73.6% | +71.2% |
| YTD | +142.5% | -11.7% | +154.1% | +153.6% |
| 1Y | +145.4% | -24.2% | +169.7% | +179.0% |
| 3Y | +197.3% | -19.0% | +216.3% | +217.8% |
| 5Y | +614.6% | -15.9% | +630.5% | +621.7% |
| 10Y | +938.9% | +135.7% | +803.2% | +451.1% |
| All | +938.9% | +132.1% | +806.7% | +451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling