+143.3%
DELL vs VLO
+120.8%
+22.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.8% | -3.1% | -8.3% |
| 7D | -24.6% | -6.0% | -18.6% | -24.0% |
| 30D | -32.5% | -12.9% | -19.6% | -31.7% |
| 3M | -20.2% | +18.3% | -38.5% | -20.5% |
| 6M | +76.5% | +46.4% | +30.0% | +75.7% |
| YTD | +198.9% | +127.7% | +71.2% | +185.2% |
| 1Y | +143.3% | +120.6% | +22.7% | +133.2% |
| All | +143.3% | +120.8% | +22.6% | +133.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling