+162.6%
JPM vs VLO
+200.7%
-38.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.0% |
| 7D | -0.4% | +5.8% | -6.2% | -1.4% |
| 30D | -1.1% | +28.3% | -29.5% | -5.5% |
| 3M | +14.1% | +48.7% | -34.6% | +5.8% |
| 6M | +23.3% | +71.9% | -48.6% | +9.7% |
| YTD | +11.3% | +138.7% | -127.4% | -9.3% |
| 1Y | +23.0% | +148.5% | -125.5% | -1.5% |
| 3Y | +162.6% | +192.7% | -30.1% | +97.1% |
| All | +162.6% | +200.7% | -38.1% | +97.1% |
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 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