+3,922.7%
DELL vs VLO
+933.4%
+2,989.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.1% |
| 7D | -1.9% | +4.0% | -5.9% | -3.1% |
| 30D | +14.9% | +19.0% | -4.1% | +9.0% |
| 3M | +37.2% | +50.0% | -12.8% | +20.7% |
| 6M | +254.0% | +79.1% | +174.8% | +191.4% |
| YTD | +306.1% | +140.3% | +165.9% | +202.7% |
| 1Y | +312.3% | +148.3% | +163.9% | +202.9% |
| 3Y | +654.0% | +194.6% | +459.4% | +415.1% |
| 5Y | +1,055.3% | +609.6% | +445.8% | +481.7% |
| All | +3,922.7% | +933.4% | +2,989.3% | +1,786.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling