-17.5%
BABA vs VLO
+40.8%
-58.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +2.2% |
| 7D | +8.6% | -8.7% | +17.2% | +7.4% |
| 30D | -1.1% | -16.2% | +15.1% | -2.5% |
| 3M | -15.9% | +16.2% | -32.1% | -16.3% |
| 6M | -17.5% | +39.8% | -57.3% | -16.1% |
| All | -17.5% | +40.8% | -58.4% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling