+768.4%
VLO vs D
+42.6%
+725.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -13.3% | +3.0% | -16.3% | -14.3% |
| 30D | -18.3% | +11.5% | -29.8% | -21.4% |
| 3M | +14.3% | +3.7% | +10.6% | +12.6% |
| 6M | +47.6% | +13.5% | +34.1% | +40.5% |
| YTD | +116.0% | +20.7% | +95.2% | +100.6% |
| 1Y | +101.0% | +18.2% | +82.8% | +87.8% |
| 3Y | +199.0% | +73.3% | +125.7% | +136.4% |
| 5Y | +419.0% | +12.3% | +406.8% | +383.8% |
| All | +768.4% | +42.6% | +725.9% | +707.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling