+114.1%
DASH vs VLO
+216.6%
-102.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | -4.8% | -6.5% | +1.7% | -4.7% |
| 30D | -7.9% | -17.8% | +9.8% | -7.5% |
| 3M | -16.3% | +19.6% | -35.9% | -18.2% |
| 6M | +10.4% | +49.3% | -38.9% | +5.3% |
| YTD | -20.1% | +122.4% | -142.5% | -29.7% |
| 1Y | -11.4% | +107.4% | -118.9% | -20.9% |
| 3Y | +114.1% | +223.1% | -109.0% | +68.5% |
| All | +114.1% | +216.6% | -102.5% | +68.5% |
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