+211.6%
XOM vs VLO
+476.5%
-264.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | +2.8% | +9.6% | -6.8% | -1.5% |
| 30D | -3.6% | -17.4% | +13.8% | +4.9% |
| 3M | +8.2% | +10.8% | -2.5% | +2.2% |
| 6M | +14.0% | +56.9% | -42.9% | -9.4% |
| YTD | +44.6% | +136.8% | -92.2% | -6.6% |
| 1Y | +47.8% | +120.7% | -72.9% | -1.5% |
| 3Y | +79.6% | +231.9% | -152.4% | -7.2% |
| All | +211.6% | +476.5% | -264.9% | +11.8% |
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