+11.7%
DASH vs VLO
+652.3%
-640.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +5.2% | -15.8% | -11.1% |
| 30D | +2.2% | +22.6% | -20.4% | -0.4% |
| 3M | +32.3% | +43.8% | -11.5% | +26.2% |
| 6M | +19.1% | +65.7% | -46.6% | +10.6% |
| YTD | -6.5% | +131.1% | -137.6% | -17.9% |
| 1Y | -14.9% | +143.6% | -158.5% | -26.1% |
| 3Y | +151.9% | +201.4% | -49.4% | +106.8% |
| 5Y | +9.4% | +568.9% | -559.4% | -19.4% |
| All | +11.7% | +652.3% | -640.6% | -27.3% |
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