+61.6%
DDOG vs VLO
+143.4%
-81.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -10.1% | +5.2% | -15.4% | -11.2% |
| 30D | -24.8% | +22.6% | -47.4% | -28.3% |
| 3M | -12.6% | +43.8% | -56.4% | -19.2% |
| 6M | +79.9% | +65.7% | +14.2% | +59.7% |
| YTD | +56.6% | +131.1% | -74.5% | +22.7% |
| 1Y | +61.6% | +143.6% | -82.1% | +31.4% |
| All | +61.6% | +143.4% | -81.8% | +31.4% |
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