+153.0%
DASH vs VLO
+199.5%
-46.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +5.2% | -15.8% | -11.0% |
| 30D | +2.2% | +22.6% | -20.4% | +0.3% |
| 3M | +32.3% | +43.8% | -11.5% | +27.5% |
| 6M | +19.1% | +65.7% | -46.6% | +11.4% |
| YTD | -6.5% | +131.1% | -137.6% | -18.3% |
| 1Y | -14.9% | +143.6% | -158.5% | -26.6% |
| All | +153.0% | +199.5% | -46.5% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling