+120.6%
VLO vs USAR
-49.3%
+169.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.9% | +0.1% | -5.9% |
| 7D | -6.0% | -21.8% | +15.8% | -6.5% |
| 30D | -12.9% | -39.9% | +27.1% | -13.4% |
| 3M | +18.3% | -52.5% | +70.9% | +17.5% |
| 6M | +46.4% | -67.9% | +114.4% | +45.6% |
| YTD | +127.7% | -31.1% | +158.8% | +118.5% |
| 1Y | +120.6% | -49.8% | +170.4% | +114.7% |
| All | +120.6% | -49.3% | +169.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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