+790.3%
VLO vs ROST
+300.7%
+489.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.4% |
| 7D | +9.6% | +0.3% | +9.4% | +9.5% |
| 30D | -17.4% | +0.5% | -17.9% | -17.9% |
| 3M | +10.8% | -5.2% | +16.0% | +12.7% |
| 6M | +56.9% | +9.8% | +47.1% | +47.2% |
| YTD | +136.8% | +29.4% | +107.4% | +102.3% |
| 1Y | +120.7% | +44.4% | +76.3% | +78.1% |
| 3Y | +231.9% | +95.0% | +136.9% | +121.2% |
| 5Y | +479.0% | +111.9% | +367.2% | +246.6% |
| All | +790.3% | +300.7% | +489.7% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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