+268.5%
VLO vs USAR
+74.5%
+194.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.3% |
| 7D | +5.8% | +2.3% | +3.4% | +5.8% |
| 30D | +28.3% | -8.6% | +37.0% | +28.2% |
| 3M | +48.7% | -20.5% | +69.2% | +48.4% |
| 6M | +71.9% | +1.2% | +70.7% | +72.0% |
| YTD | +138.7% | +48.4% | +90.3% | +139.7% |
| 1Y | +148.5% | +30.6% | +117.8% | +151.0% |
| 3Y | +192.7% | +73.6% | +119.0% | +173.2% |
| All | +268.5% | +74.5% | +194.0% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling