+105.4%
VLO vs D
+16.5%
+88.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | -0.4% | -2.4% | +2.0% | -0.6% |
| 30D | -16.6% | +9.0% | -25.6% | -16.4% |
| 3M | +12.3% | +1.0% | +11.3% | +12.6% |
| 6M | +47.8% | +11.0% | +36.9% | +47.1% |
| YTD | +126.7% | +19.8% | +107.0% | +127.4% |
| 1Y | +105.4% | +16.0% | +89.4% | +104.7% |
| All | +105.4% | +16.5% | +88.9% | +104.7% |
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