+754.3%
VLO vs D
+47.5%
+706.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -16.6% | +9.0% | -25.6% | -19.2% |
| 3M | +12.3% | +1.0% | +11.3% | +11.6% |
| 6M | +47.8% | +11.0% | +36.9% | +41.7% |
| YTD | +126.7% | +19.8% | +107.0% | +110.9% |
| 1Y | +105.4% | +16.0% | +89.4% | +92.9% |
| 3Y | +222.0% | +74.4% | +147.6% | +152.7% |
| 5Y | +449.8% | +13.5% | +436.3% | +408.7% |
| 10Y | +754.3% | +48.4% | +706.0% | +652.5% |
| All | +754.3% | +47.5% | +706.9% | +652.5% |
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