+35,889.1%
VLO vs ADP
+11,097.1%
+24,792.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.0% |
| 7D | +5.2% | -3.4% | +8.6% | +6.9% |
| 30D | +22.6% | +2.8% | +19.8% | +20.9% |
| 3M | +43.8% | +20.9% | +22.8% | +30.6% |
| 6M | +65.7% | +29.9% | +35.9% | +44.9% |
| YTD | +131.1% | +9.6% | +121.5% | +117.9% |
| 1Y | +143.6% | -5.3% | +148.9% | +145.1% |
| 3Y | +201.4% | +16.5% | +184.9% | +171.7% |
| 5Y | +568.9% | +49.4% | +519.5% | +424.5% |
| 10Y | +891.8% | +282.2% | +609.6% | +419.9% |
| All | +35,889.1% | +11,097.1% | +24,792.0% | +7,029.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 all: compounded portfolio wealth divided by compounded ADP 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…
all analysis · Full analysis span regression · 6 months rolling