-5.1%
DASH vs VLO
+612.8%
-617.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.9% | -5.5% | -9.0% |
| 7D | +0.5% | -8.7% | +9.2% | +1.2% |
| 30D | -7.1% | -16.2% | +9.1% | -5.8% |
| 3M | -13.2% | +16.2% | -29.3% | -15.4% |
| 6M | +8.3% | +39.8% | -31.5% | +2.6% |
| YTD | -20.6% | +119.0% | -139.5% | -30.3% |
| 1Y | -24.4% | +110.8% | -135.2% | -33.3% |
| 3Y | +94.5% | +201.7% | -107.2% | +58.4% |
| 5Y | -9.4% | +426.2% | -435.6% | -32.0% |
| All | -5.1% | +612.8% | -617.9% | -38.3% |
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 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