+46.4%
DRAM vs VLO
+42.3%
+4.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.7% |
| 7D | -14.7% | -9.5% | -5.2% | -15.0% |
| 30D | -28.9% | -19.1% | -9.8% | -29.8% |
| 3M | -18.1% | +11.4% | -29.4% | -16.8% |
| 6M | -23.0% | +46.7% | -69.8% | -15.5% |
| All | +46.4% | +42.3% | +4.1% | +60.4% |
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