+128.3%
GOOGL vs VLO
+231.8%
-103.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.6% |
| 7D | +5.7% | +6.8% | -1.0% | +5.4% |
| 30D | -15.6% | -17.9% | +2.3% | -14.9% |
| 3M | -13.0% | +13.5% | -26.5% | -13.8% |
| 6M | -22.8% | +53.0% | -75.8% | -25.1% |
| YTD | -4.4% | +133.7% | -138.1% | -13.8% |
| 1Y | +4.5% | +115.7% | -111.2% | -4.5% |
| All | +128.3% | +231.8% | -103.5% | +91.5% |
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 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