+3,290.5%
DELL vs VLO
+910.5%
+2,380.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.1% |
| 3M | -23.3% | +13.5% | -36.8% | -26.5% |
| 6M | +55.8% | +53.0% | +2.8% | +35.4% |
| YTD | +198.0% | +133.7% | +64.2% | +123.0% |
| 1Y | +166.6% | +115.7% | +50.9% | +104.7% |
| 3Y | +427.6% | +231.9% | +195.7% | +246.9% |
| 5Y | +630.6% | +471.6% | +159.1% | +291.6% |
| 10Y | +2,866.3% | +780.7% | +2,085.6% | +1,259.6% |
| All | +3,290.5% | +910.5% | +2,380.0% | +1,405.9% |
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