+244.8%
ORCL vs VLO
+770.2%
-525.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -11.2% | -13.3% | +2.2% | -8.9% |
| 30D | -18.8% | -18.3% | -0.5% | -16.2% |
| 3M | -18.8% | +14.3% | -33.1% | -21.1% |
| 6M | -39.7% | +47.6% | -87.4% | -44.4% |
| YTD | -39.6% | +116.0% | -155.6% | -48.5% |
| 1Y | -51.7% | +101.0% | -152.8% | -58.3% |
| 3Y | +10.2% | +199.0% | -188.8% | -13.6% |
| 5Y | +30.8% | +419.0% | -388.2% | -11.7% |
| All | +244.8% | +770.2% | -525.4% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling