-17.1%
SLB vs VLO
+770.2%
-787.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.4% |
| 7D | -7.1% | -13.3% | +6.2% | +1.5% |
| 30D | +4.1% | -18.3% | +22.4% | +16.9% |
| 3M | -2.6% | +14.3% | -17.0% | -12.8% |
| 6M | -8.6% | +47.6% | -56.2% | -31.6% |
| YTD | +32.2% | +116.0% | -83.8% | -25.5% |
| 1Y | +40.7% | +101.0% | -60.4% | -17.0% |
| 3Y | -4.5% | +199.0% | -203.5% | -59.0% |
| 5Y | +66.4% | +419.0% | -352.7% | -52.9% |
| All | -17.1% | +770.2% | -787.3% | -79.8% |
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