+55.8%
DELL vs VLO
+51.2%
+4.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.6% |
| 7D | +17.1% | +6.8% | +10.4% | +14.9% |
| 30D | -35.1% | -17.9% | -17.2% | -33.3% |
| 3M | -23.3% | +13.5% | -36.8% | -24.1% |
| 6M | +55.8% | +53.0% | +2.8% | +59.5% |
| All | +55.8% | +51.2% | +4.6% | +59.5% |
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