-7.0%
IBM vs VLO
+149.2%
-156.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.2% |
| 7D | +0.3% | +5.8% | -5.5% | +0.3% |
| 30D | -1.5% | +28.3% | -29.8% | -1.6% |
| 3M | -16.8% | +48.7% | -65.5% | -17.6% |
| 6M | -9.0% | +71.9% | -80.9% | -11.3% |
| YTD | -20.1% | +138.7% | -158.7% | -24.7% |
| 1Y | -7.0% | +148.5% | -155.5% | -14.1% |
| All | -7.0% | +149.2% | -156.2% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling