-16.7%
IBM vs VLO
+117.8%
-134.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +1.6% | +9.6% | -8.1% | +1.7% |
| 30D | +9.2% | -17.4% | +26.6% | +8.7% |
| 3M | +4.9% | +10.8% | -5.8% | +5.4% |
| 6M | +16.8% | +56.9% | -40.2% | +17.1% |
| YTD | -14.3% | +136.8% | -151.1% | -14.9% |
| 1Y | -16.7% | +120.7% | -137.4% | -17.0% |
| All | -16.7% | +117.8% | -134.5% | -17.0% |
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