+145.4%
VLO vs ROST
+51.1%
+94.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.4% |
| 7D | +6.2% | -2.2% | +8.5% | +6.0% |
| 30D | +23.5% | -11.4% | +34.9% | +22.0% |
| 3M | +53.9% | -1.6% | +55.5% | +53.8% |
| 6M | +81.7% | +6.8% | +74.8% | +79.5% |
| YTD | +142.5% | +25.8% | +116.7% | +127.6% |
| 1Y | +145.4% | +52.4% | +93.0% | +119.2% |
| All | +145.4% | +51.1% | +94.3% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling