-49.5%
ORCL vs VLO
+120.8%
-170.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.8% | -2.0% |
| 7D | -14.4% | -6.0% | -8.4% | -14.3% |
| 30D | -12.8% | -12.9% | 0.0% | -13.1% |
| 3M | -14.8% | +18.3% | -33.1% | -15.2% |
| 6M | -30.9% | +46.4% | -77.3% | -31.4% |
| YTD | -35.7% | +127.7% | -163.4% | -39.6% |
| 1Y | -49.5% | +120.6% | -170.1% | -51.6% |
| All | -49.5% | +120.8% | -170.2% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling