+20,355.4%
ADBE vs VLO
+36,773.5%
-16,418.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +1.6% | +9.6% | -8.1% | -0.7% |
| 30D | +1.0% | -17.4% | +18.4% | +5.4% |
| 3M | -10.1% | +10.8% | -20.9% | -13.0% |
| 6M | +3.0% | +56.9% | -54.0% | -8.8% |
| YTD | -30.5% | +136.8% | -167.3% | -45.0% |
| 1Y | -27.1% | +120.7% | -147.8% | -41.3% |
| 3Y | -58.8% | +231.9% | -290.7% | -70.8% |
| 5Y | -63.0% | +479.0% | -542.0% | -78.1% |
| 10Y | +134.5% | +792.2% | -657.7% | +11.4% |
| All | +20,355.4% | +36,773.5% | -16,418.1% | +3,336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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