-17.2%
DASH vs VLO
+120.8%
-138.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.8% | +14.1% | +6.9% |
| 7D | +17.2% | -6.0% | +23.1% | +15.7% |
| 30D | +3.6% | -12.9% | +16.4% | +0.8% |
| 3M | -1.9% | +18.3% | -20.2% | +0.9% |
| 6M | +15.1% | +46.4% | -31.4% | +22.2% |
| YTD | -12.3% | +127.7% | -140.1% | -9.8% |
| 1Y | -17.2% | +120.6% | -137.8% | -15.2% |
| All | -17.2% | +120.8% | -138.0% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling