+444.8%
NVDA vs VLO
+476.5%
-31.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -12.7% | +9.6% | -22.4% | -14.2% |
| 30D | -26.4% | -17.4% | -9.0% | -24.0% |
| 3M | -27.6% | +10.8% | -38.4% | -29.3% |
| 6M | -27.7% | +56.9% | -84.7% | -34.4% |
| YTD | -12.5% | +136.8% | -149.3% | -28.9% |
| 1Y | -12.6% | +120.7% | -133.3% | -27.8% |
| 3Y | +235.9% | +231.9% | +4.0% | +142.0% |
| All | +444.8% | +476.5% | -31.8% | +227.1% |
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 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