+778.9%
VLO vs ROP
+183.9%
+595.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.8% | -2.7% | +9.4% | +8.1% |
| 30D | -17.9% | +29.7% | -47.6% | -28.4% |
| 3M | +13.5% | +21.2% | -7.7% | +2.0% |
| 6M | +53.0% | +48.3% | +4.8% | +22.0% |
| YTD | +133.7% | +8.4% | +125.3% | +118.8% |
| 1Y | +115.7% | +6.0% | +109.7% | +104.5% |
| 3Y | +231.9% | -5.6% | +237.5% | +229.1% |
| 5Y | +471.6% | +1.3% | +470.3% | +425.8% |
| All | +778.9% | +183.9% | +595.0% | +353.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling