+1,073.0%
VLO vs ALLY
+124.8%
+948.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | +3.7% | +1.5% | +3.6% |
| 30D | +22.6% | -2.3% | +24.9% | +23.7% |
| 3M | +43.8% | +3.8% | +39.9% | +40.8% |
| 6M | +65.7% | +9.7% | +56.0% | +56.1% |
| YTD | +131.1% | -1.4% | +132.5% | +127.4% |
| 1Y | +143.6% | +8.2% | +135.4% | +128.4% |
| 3Y | +201.4% | +66.5% | +134.9% | +123.2% |
| 5Y | +568.9% | +1.2% | +567.7% | +487.7% |
| 10Y | +891.8% | +191.4% | +700.4% | +401.5% |
| All | +1,073.0% | +124.8% | +948.2% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling