+231.9%
VLO vs URA
+35.4%
+196.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +9.6% | -1.5% | +11.2% | +9.7% |
| 30D | -17.4% | -10.4% | -7.0% | -17.0% |
| 3M | +10.8% | -29.6% | +40.4% | +12.9% |
| 6M | +56.9% | -40.3% | +97.2% | +61.9% |
| YTD | +136.8% | -25.5% | +162.3% | +134.8% |
| 1Y | +120.7% | -26.4% | +147.1% | +118.9% |
| 3Y | +231.9% | +31.4% | +200.5% | +179.8% |
| All | +231.9% | +35.4% | +196.5% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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