-14.2%
SLB vs VLO
+749.3%
-763.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | -0.2% |
| 7D | -1.2% | -0.4% | -0.7% | -0.9% |
| 30D | +4.5% | -16.6% | +21.1% | +15.9% |
| 3M | -4.6% | +12.3% | -16.9% | -13.5% |
| 6M | -6.3% | +47.8% | -54.1% | -30.0% |
| YTD | +35.0% | +126.7% | -91.8% | -26.4% |
| 1Y | +38.8% | +105.4% | -66.6% | -19.2% |
| 3Y | +3.3% | +222.0% | -218.7% | -57.9% |
| 5Y | +73.6% | +449.8% | -376.2% | -52.9% |
| 10Y | -14.2% | +754.3% | -768.5% | -80.0% |
| All | -14.2% | +749.3% | -763.5% | -80.0% |
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