+717.1%
VLO vs D
+44.7%
+672.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.5% | +2.4% | -11.9% | -10.3% |
| 30D | -19.1% | +10.9% | -30.1% | -22.1% |
| 3M | +11.4% | +2.8% | +8.5% | +10.0% |
| 6M | +46.7% | +12.7% | +34.0% | +39.9% |
| YTD | +118.6% | +20.3% | +98.3% | +103.0% |
| 1Y | +99.9% | +17.1% | +82.8% | +87.1% |
| 3Y | +210.5% | +75.1% | +135.3% | +143.3% |
| 5Y | +432.7% | +13.1% | +419.5% | +394.0% |
| 10Y | +717.1% | +48.3% | +668.9% | +615.2% |
| All | +717.1% | +44.7% | +672.4% | +615.2% |
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