+471.6%
VLO vs ALLY
-10.9%
+482.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +6.8% | -2.1% | +8.9% | +7.3% |
| 30D | -17.9% | +2.0% | -19.9% | -18.4% |
| 3M | +13.5% | -13.3% | +26.9% | +17.2% |
| 6M | +53.0% | -9.9% | +62.9% | +55.7% |
| YTD | +133.7% | -13.5% | +147.3% | +138.8% |
| 1Y | +115.7% | -2.8% | +118.5% | +112.8% |
| 3Y | +231.9% | +63.4% | +168.5% | +178.4% |
| 5Y | +471.6% | -10.9% | +482.4% | +481.5% |
| All | +471.6% | -10.9% | +482.5% | +481.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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