+1,129.1%
DIA vs VLO
+11,217.3%
-10,088.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +5.2% | -5.4% | -1.3% |
| 30D | -1.5% | +22.6% | -24.1% | -5.9% |
| 3M | +3.8% | +43.8% | -40.0% | -4.5% |
| 6M | +10.3% | +65.7% | -55.5% | -2.4% |
| YTD | +12.1% | +131.1% | -119.0% | -8.1% |
| 1Y | +18.6% | +143.6% | -125.0% | -4.3% |
| 3Y | +60.6% | +201.4% | -140.8% | +21.1% |
| 5Y | +64.4% | +568.9% | -504.5% | -0.1% |
| 10Y | +250.1% | +891.8% | -641.7% | +81.5% |
| All | +1,129.1% | +11,217.3% | -10,088.2% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling