+938.9%
VLO vs DD
+64.9%
+873.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +3.0% |
| 7D | +6.2% | -3.8% | +10.0% | +8.4% |
| 30D | +23.5% | -9.2% | +32.7% | +29.9% |
| 3M | +53.9% | -9.0% | +62.8% | +60.6% |
| 6M | +81.7% | -5.0% | +86.6% | +81.6% |
| YTD | +142.5% | +7.4% | +135.1% | +124.4% |
| 1Y | +145.4% | +35.1% | +110.3% | +96.2% |
| 3Y | +197.3% | +43.2% | +154.1% | +121.1% |
| 5Y | +614.6% | +59.6% | +554.9% | +373.5% |
| 10Y | +938.9% | +66.5% | +872.4% | +439.4% |
| All | +938.9% | +64.9% | +873.9% | +439.4% |
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