+264.7%
XOM vs VLO
+600.5%
-335.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +1.9% | +4.0% | -2.1% | 0.0% |
| 30D | +4.1% | +19.0% | -14.9% | -4.4% |
| 3M | +10.4% | +50.0% | -39.6% | -9.7% |
| 6M | +13.0% | +79.1% | -66.1% | -15.5% |
| YTD | +40.1% | +140.3% | -100.2% | -9.9% |
| 1Y | +51.1% | +148.3% | -97.2% | -4.9% |
| 3Y | +57.7% | +194.6% | -136.9% | -12.9% |
| 5Y | +264.7% | +609.6% | -344.8% | +11.1% |
| All | +264.7% | +600.5% | -335.8% | +11.1% |
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