+678.3%
DELL vs VLO
+195.4%
+482.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +8.7% | +6.2% | +2.5% | +6.7% |
| 30D | +16.9% | +23.5% | -6.6% | +9.4% |
| 3M | +40.4% | +53.9% | -13.4% | +22.3% |
| 6M | +267.1% | +81.7% | +185.4% | +196.6% |
| YTD | +329.1% | +142.5% | +186.6% | +207.3% |
| 1Y | +346.9% | +145.4% | +201.5% | +216.1% |
| All | +678.3% | +195.4% | +482.9% | +375.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling