+6,112.4%
NKE vs VLO
+37,066.7%
-30,954.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.5% |
| 7D | -0.1% | +5.8% | -5.8% | -1.2% |
| 30D | -7.7% | +28.3% | -36.0% | -12.4% |
| 3M | -10.9% | +48.7% | -59.7% | -18.4% |
| 6M | -31.9% | +71.9% | -103.8% | -39.8% |
| YTD | -38.6% | +138.7% | -177.3% | -49.6% |
| 1Y | -46.9% | +148.5% | -195.4% | -56.9% |
| 3Y | -58.2% | +192.7% | -250.8% | -67.8% |
| 5Y | -74.0% | +601.6% | -675.6% | -83.9% |
| 10Y | -21.6% | +900.2% | -921.7% | -58.1% |
| All | +6,112.4% | +37,066.7% | -30,954.3% | +1,264.6% |
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