+243.4%
VLO vs USAR
-13.4%
+256.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.5% | +3.1% |
| 7D | -6.5% | -1.1% | -5.4% | -6.5% |
| 30D | -17.8% | -30.3% | +12.5% | -18.1% |
| 3M | +19.6% | -54.7% | +74.3% | +18.6% |
| 6M | +49.3% | -67.5% | +116.8% | +47.9% |
| YTD | +122.4% | -26.4% | +148.8% | +121.8% |
| 1Y | +107.4% | -49.5% | +157.0% | +106.2% |
| 3Y | +223.1% | -14.5% | +237.5% | +203.1% |
| All | +243.4% | -13.4% | +256.9% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling