+911.9%
NVDA vs VLO
+619.0%
+292.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -0.3% | +6.2% | -6.6% | -1.4% |
| 30D | +2.8% | +23.5% | -20.7% | -1.1% |
| 3M | +7.4% | +53.9% | -46.4% | -1.3% |
| 6M | +22.6% | +81.7% | -59.1% | +7.7% |
| YTD | +20.1% | +142.5% | -122.4% | -1.9% |
| 1Y | +31.2% | +145.4% | -114.3% | +6.4% |
| 3Y | +391.7% | +197.3% | +194.4% | +268.6% |
| 5Y | +911.9% | +614.6% | +297.3% | +526.4% |
| All | +911.9% | +619.0% | +292.9% | +526.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling