+120.6%
VLO vs D
+23.9%
+96.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.4% | -10.2% | -5.5% |
| 7D | -6.0% | +8.5% | -14.5% | -5.7% |
| 30D | -12.9% | +14.3% | -27.2% | -12.7% |
| 3M | +18.3% | +1.8% | +16.6% | +18.9% |
| 6M | +46.4% | +13.0% | +33.4% | +45.8% |
| YTD | +127.7% | +22.7% | +105.0% | +128.3% |
| 1Y | +120.6% | +22.6% | +98.0% | +121.7% |
| All | +120.6% | +23.9% | +96.7% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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