+183.4%
VLO vs ROST
+98.7%
+84.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +5.2% | +0.9% | +4.3% | +5.1% |
| 30D | +22.6% | -8.9% | +31.5% | +23.5% |
| 3M | +43.8% | -0.8% | +44.6% | +43.7% |
| 6M | +65.7% | +8.5% | +57.3% | +62.6% |
| YTD | +131.1% | +28.6% | +102.5% | +118.5% |
| 1Y | +143.6% | +52.3% | +91.3% | +122.5% |
| All | +183.4% | +98.7% | +84.7% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling