+35,889.1%
VLO vs ROST
+70,186.3%
-34,297.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.2% | +0.9% | +4.3% | +5.0% |
| 30D | +22.6% | -8.9% | +31.5% | +24.9% |
| 3M | +43.8% | -0.8% | +44.6% | +43.5% |
| 6M | +65.7% | +8.5% | +57.3% | +61.6% |
| YTD | +131.1% | +28.6% | +102.5% | +117.2% |
| 1Y | +143.6% | +52.3% | +91.3% | +120.5% |
| 3Y | +201.4% | +94.8% | +106.5% | +156.3% |
| 5Y | +568.9% | +110.8% | +458.1% | +446.9% |
| 10Y | +891.8% | +304.5% | +587.3% | +630.7% |
| All | +35,889.1% | +70,186.3% | -34,297.2% | +17,301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling