-27.9%
DHR vs VLO
+619.0%
-646.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -2.4% | +6.2% | -8.7% | -3.0% |
| 30D | -2.2% | +23.5% | -25.7% | -4.2% |
| 3M | +9.0% | +53.9% | -44.9% | +4.0% |
| 6M | +3.5% | +81.7% | -78.2% | -3.6% |
| YTD | -10.1% | +142.5% | -152.6% | -19.6% |
| 1Y | +6.2% | +145.4% | -139.2% | -5.4% |
| 3Y | -5.4% | +197.3% | -202.7% | -19.4% |
| 5Y | -27.9% | +614.6% | -642.5% | -30.8% |
| All | -27.9% | +619.0% | -646.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling