+396.3%
NVDA vs VLO
+200.7%
+195.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.4% |
| 7D | +3.8% | +5.8% | -2.0% | +3.1% |
| 30D | +0.8% | +28.3% | -27.5% | -2.2% |
| 3M | +8.2% | +48.7% | -40.5% | +2.7% |
| 6M | +27.1% | +71.9% | -44.8% | +16.6% |
| YTD | +21.2% | +138.7% | -117.5% | +3.0% |
| 1Y | +34.3% | +148.5% | -114.2% | +12.4% |
| 3Y | +396.3% | +192.7% | +203.6% | +276.9% |
| All | +396.3% | +200.7% | +195.6% | +276.9% |
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