+249.8%
DHR vs VLO
+790.8%
-541.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +1.2% | +9.6% | -8.4% | +0.1% |
| 30D | +3.7% | -17.4% | +21.1% | +5.9% |
| 3M | +14.5% | +10.8% | +3.7% | +12.7% |
| 6M | +40.9% | +56.9% | -16.0% | +32.5% |
| YTD | +2.4% | +136.8% | -134.4% | -9.3% |
| 1Y | +6.1% | +120.7% | -114.5% | -5.2% |
| 3Y | +21.0% | +231.9% | -210.9% | +1.2% |
| 5Y | -11.4% | +479.0% | -490.4% | -31.6% |
| All | +249.8% | +790.8% | -541.0% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling