+14.9%
DIA vs VLO
+120.8%
-105.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.8% | +8.9% | +2.7% |
| 7D | +1.6% | -6.0% | +7.6% | +1.2% |
| 30D | +4.1% | -12.9% | +17.0% | +3.3% |
| 3M | -1.0% | +18.3% | -19.4% | +0.3% |
| 6M | +9.7% | +46.4% | -36.8% | +12.8% |
| YTD | +12.2% | +127.7% | -115.6% | +13.6% |
| 1Y | +14.9% | +120.6% | -105.7% | +16.2% |
| All | +14.9% | +120.8% | -105.9% | +16.2% |
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