+237.1%
DIA vs VLO
+749.3%
-512.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +1.3% | -16.6% | +17.9% | +5.0% |
| 3M | -2.1% | +12.3% | -14.3% | -5.2% |
| 6M | +6.2% | +47.8% | -41.6% | -3.9% |
| YTD | +10.3% | +126.7% | -116.4% | -10.8% |
| 1Y | +11.0% | +105.4% | -94.4% | -8.2% |
| 3Y | +60.4% | +222.0% | -161.6% | +15.8% |
| 5Y | +59.1% | +449.8% | -390.8% | -4.9% |
| 10Y | +237.1% | +754.3% | -517.3% | +68.2% |
| All | +237.1% | +749.3% | -512.2% | +68.2% |
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 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