-12.2%
DASH vs VLO
+112.7%
-124.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -2.6% |
| 7D | -4.1% | +6.8% | -10.8% | -2.9% |
| 30D | -10.6% | -17.9% | +7.2% | -13.3% |
| 3M | -18.8% | +13.5% | -32.3% | -17.7% |
| 6M | +11.2% | +53.0% | -41.8% | +15.7% |
| YTD | -23.8% | +133.7% | -157.5% | -29.9% |
| 1Y | -12.2% | +115.7% | -127.8% | -14.3% |
| All | -12.2% | +112.7% | -124.9% | -14.3% |
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