+199.0%
VLO vs ROP
-3.5%
+202.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.0% |
| 7D | -13.3% | +2.1% | -15.5% | -13.6% |
| 30D | -18.3% | +32.9% | -51.2% | -21.9% |
| 3M | +14.3% | +20.3% | -6.0% | +10.8% |
| 6M | +47.6% | +36.8% | +10.9% | +38.5% |
| YTD | +116.0% | +8.1% | +107.9% | +114.3% |
| 1Y | +101.0% | +8.3% | +92.7% | +99.3% |
| 3Y | +199.0% | -3.2% | +202.3% | +206.8% |
| All | +199.0% | -3.5% | +202.5% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling