+911.8%
VLO vs ROST
+308.3%
+603.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.0% | -2.5% | +6.5% | +5.2% |
| 30D | +19.0% | -10.3% | +29.3% | +24.9% |
| 3M | +50.0% | -2.6% | +52.6% | +50.5% |
| 6M | +79.1% | +6.5% | +72.6% | +69.9% |
| YTD | +140.3% | +25.9% | +114.3% | +109.2% |
| 1Y | +148.3% | +52.3% | +96.0% | +95.6% |
| 3Y | +194.6% | +94.6% | +100.1% | +97.0% |
| 5Y | +609.6% | +111.1% | +498.5% | +324.4% |
| All | +911.8% | +308.3% | +603.4% | +356.9% |
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