+35,889.1%
VLO vs D
+2,347.4%
+33,541.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | +22.6% | -3.6% | +26.2% | +24.7% |
| 3M | +43.8% | -1.0% | +44.8% | +44.1% |
| 6M | +65.7% | +6.3% | +59.5% | +59.5% |
| YTD | +131.1% | +14.7% | +116.4% | +113.9% |
| 1Y | +143.6% | +16.9% | +126.7% | +122.4% |
| 3Y | +201.4% | +56.8% | +144.6% | +129.0% |
| 5Y | +568.9% | +5.2% | +563.7% | +510.2% |
| 10Y | +891.8% | +35.9% | +855.9% | +653.1% |
| All | +35,889.1% | +2,347.4% | +33,541.7% | +8,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling