+260.9%
VLO vs USAR
-20.3%
+281.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +3.1% |
| 7D | +6.8% | +8.8% | -2.0% | +6.9% |
| 30D | -17.9% | -28.5% | +10.6% | -18.2% |
| 3M | +13.5% | -56.2% | +69.7% | +12.6% |
| 6M | +53.0% | -68.4% | +121.5% | +51.5% |
| YTD | +133.7% | -32.2% | +165.9% | +132.8% |
| 1Y | +115.7% | -52.3% | +168.0% | +114.2% |
| 3Y | +231.9% | -21.2% | +253.1% | +211.1% |
| All | +260.9% | -20.3% | +281.2% | +222.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling