+1,106.2%
DELL vs VLO
+619.0%
+487.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +8.7% | +6.2% | +2.5% | +6.8% |
| 30D | +16.9% | +23.5% | -6.6% | +9.7% |
| 3M | +40.4% | +53.9% | -13.4% | +22.8% |
| 6M | +267.1% | +81.7% | +185.4% | +200.7% |
| YTD | +329.1% | +142.5% | +186.6% | +217.1% |
| 1Y | +346.9% | +145.4% | +201.5% | +227.4% |
| 3Y | +696.6% | +197.3% | +499.3% | +433.0% |
| 5Y | +1,106.2% | +614.6% | +491.6% | +501.7% |
| All | +1,106.2% | +619.0% | +487.2% | +501.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling