+4,261.5%
XOM vs VLO
+35,889.1%
-31,627.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | +5.2% | -3.4% | +0.1% |
| 30D | +5.9% | +22.6% | -16.7% | -1.2% |
| 3M | +5.6% | +43.8% | -38.2% | -6.8% |
| 6M | +7.9% | +65.7% | -57.9% | -9.4% |
| YTD | +35.2% | +131.1% | -95.9% | +1.4% |
| 1Y | +46.0% | +143.6% | -97.6% | +7.3% |
| 3Y | +55.0% | +201.4% | -146.4% | +4.2% |
| 5Y | +246.3% | +568.9% | -322.6% | +78.9% |
| 10Y | +181.0% | +891.8% | -710.8% | +24.4% |
| All | +4,261.5% | +35,889.1% | -31,627.6% | +738.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling