-4.5%
SLB vs VLO
+194.5%
-199.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.1% |
| 7D | -7.1% | -13.3% | +6.2% | -1.5% |
| 30D | +4.1% | -18.3% | +22.4% | +12.4% |
| 3M | -2.6% | +14.3% | -17.0% | -10.1% |
| 6M | -8.6% | +47.6% | -56.2% | -25.8% |
| YTD | +32.2% | +116.0% | -83.8% | -15.0% |
| 1Y | +40.7% | +101.0% | -60.4% | -6.0% |
| 3Y | -4.5% | +199.0% | -203.5% | -53.0% |
| All | -4.5% | +194.5% | -199.1% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling