+202.4%
VLO vs URA
+114.7%
+87.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +5.2% | +1.1% | +4.1% | +5.1% |
| 30D | +22.6% | +7.4% | +15.2% | +21.8% |
| 3M | +43.8% | -8.4% | +52.2% | +44.6% |
| 6M | +65.7% | -12.7% | +78.5% | +66.7% |
| YTD | +131.1% | +7.8% | +123.3% | +123.9% |
| 1Y | +143.6% | +19.5% | +124.2% | +129.3% |
| All | +202.4% | +114.7% | +87.7% | +133.2% |
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