+4,681.2%
DELL vs VLO
+899.1%
+3,782.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | +5.2% | +9.7% | +13.1% |
| 30D | +13.3% | +22.6% | -9.3% | +6.3% |
| 3M | +24.4% | +43.8% | -19.4% | +10.8% |
| 6M | +258.0% | +65.7% | +192.3% | +201.6% |
| YTD | +320.2% | +131.1% | +189.1% | +216.5% |
| 1Y | +319.1% | +143.6% | +175.4% | +208.9% |
| 3Y | +706.5% | +201.4% | +505.2% | +446.1% |
| 5Y | +1,071.9% | +568.9% | +503.0% | +498.5% |
| 10Y | +4,683.5% | +891.8% | +3,791.7% | +2,025.0% |
| All | +4,681.2% | +899.1% | +3,782.1% | +2,037.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling