-4.8%
SLB vs VLO
+902.9%
-907.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -2.8% |
| 7D | +0.4% | +5.8% | -5.3% | -3.2% |
| 30D | +13.6% | +28.3% | -14.8% | -3.6% |
| 3M | +1.5% | +48.7% | -47.2% | -22.5% |
| 6M | +23.0% | +71.9% | -48.9% | -16.5% |
| YTD | +51.2% | +138.7% | -87.4% | -18.1% |
| 1Y | +63.5% | +148.5% | -85.0% | -14.5% |
| 3Y | +2.5% | +192.7% | -190.2% | -54.1% |
| 5Y | +139.2% | +601.6% | -462.4% | -43.0% |
| 10Y | -4.8% | +900.2% | -904.9% | -78.7% |
| All | -4.8% | +902.9% | -907.6% | -78.7% |
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