+16,068.5%
VLO vs ROP
+25,523.2%
-9,454.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.2% |
| 7D | +5.2% | -4.4% | +9.6% | +6.7% |
| 30D | +22.6% | +3.2% | +19.4% | +21.2% |
| 3M | +43.8% | +23.1% | +20.7% | +33.5% |
| 6M | +65.7% | +13.3% | +52.4% | +57.7% |
| YTD | +131.1% | -7.9% | +139.0% | +133.9% |
| 1Y | +143.6% | -22.1% | +165.7% | +159.4% |
| 3Y | +201.4% | -16.8% | +218.2% | +212.4% |
| 5Y | +568.9% | -13.5% | +582.4% | +575.3% |
| 10Y | +891.8% | +137.7% | +754.1% | +644.1% |
| All | +16,068.5% | +25,523.2% | -9,454.7% | +6,504.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling