+103.3%
VLO vs D
+16.2%
+87.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +2.9% |
| 7D | -6.5% | +0.8% | -7.2% | -6.3% |
| 30D | -17.8% | +10.7% | -28.5% | -17.6% |
| 3M | +19.6% | +2.3% | +17.3% | +19.9% |
| 6M | +49.3% | +12.5% | +36.8% | +48.6% |
| YTD | +122.4% | +20.1% | +102.3% | +123.0% |
| All | +103.3% | +16.2% | +87.1% | +103.2% |
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 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