+130.8%
SLB vs VLO
+567.8%
-437.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +5.2% | -4.4% | -2.1% |
| 30D | +15.8% | +22.6% | -6.8% | +2.5% |
| 3M | -0.3% | +43.8% | -44.1% | -20.5% |
| 6M | +21.3% | +65.7% | -44.4% | -13.2% |
| YTD | +52.3% | +131.1% | -78.8% | -12.9% |
| 1Y | +63.6% | +143.6% | -80.0% | -10.3% |
| 3Y | +3.8% | +201.4% | -197.6% | -53.2% |
| All | +130.8% | +567.8% | -437.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling