+120.6%
VLO vs DD
+49.3%
+71.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.8% |
| 7D | -6.0% | +8.7% | -14.6% | -5.7% |
| 30D | -12.9% | +15.3% | -28.2% | -12.6% |
| 3M | +18.3% | +5.9% | +12.4% | +18.5% |
| 6M | +46.4% | +11.6% | +34.9% | +46.0% |
| YTD | +127.7% | +26.5% | +101.2% | +113.8% |
| 1Y | +120.6% | +35.4% | +85.2% | +102.9% |
| All | +120.6% | +49.3% | +71.3% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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