+18.6%
DIA vs VLO
+143.4%
-124.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +5.2% | -5.4% | +0.1% |
| 30D | -1.5% | +22.6% | -24.1% | -0.4% |
| 3M | +3.8% | +43.8% | -40.0% | +5.8% |
| 6M | +10.3% | +65.7% | -55.5% | +12.5% |
| YTD | +12.1% | +131.1% | -119.0% | +12.6% |
| 1Y | +18.6% | +143.6% | -125.0% | +18.9% |
| All | +18.6% | +143.4% | -124.7% | +18.9% |
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