+38.5%
SLB vs VLO
+104.0%
-65.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -4.3% | -9.5% | +5.3% | -2.3% |
| 30D | +1.9% | -19.1% | +21.1% | +6.2% |
| 3M | -5.7% | +11.4% | -17.1% | -9.4% |
| 6M | -5.3% | +46.7% | -52.1% | -15.8% |
| YTD | +32.2% | +118.6% | -86.5% | -8.1% |
| 1Y | +38.5% | +99.9% | -61.4% | +0.5% |
| All | +38.5% | +104.0% | -65.5% | +0.5% |
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