+754.3%
VLO vs DD
+99.0%
+655.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.1% |
| 7D | -0.4% | +3.2% | -3.7% | -2.2% |
| 30D | -16.6% | +20.3% | -36.9% | -24.8% |
| 3M | +12.3% | +8.2% | +4.1% | +6.9% |
| 6M | +47.8% | +3.4% | +44.4% | +42.8% |
| YTD | +126.7% | +30.6% | +96.1% | +87.8% |
| 1Y | +105.4% | +30.6% | +74.7% | +69.9% |
| 3Y | +222.0% | +91.1% | +130.9% | +103.3% |
| 5Y | +449.8% | +68.6% | +381.3% | +262.3% |
| 10Y | +754.3% | +99.9% | +654.4% | +336.9% |
| All | +754.3% | +99.0% | +655.3% | +336.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling