+34,532.9%
VLO vs DD
+1,151.9%
+33,381.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +0.5% |
| 7D | -6.5% | +9.8% | -16.3% | -10.2% |
| 30D | -17.8% | +19.3% | -37.1% | -23.9% |
| 3M | +19.6% | +9.4% | +10.2% | +14.6% |
| 6M | +49.3% | +4.8% | +44.5% | +44.6% |
| YTD | +122.4% | +30.2% | +92.2% | +93.8% |
| 1Y | +107.4% | +32.2% | +75.2% | +79.5% |
| 3Y | +223.1% | +93.1% | +130.0% | +132.2% |
| 5Y | +432.2% | +68.0% | +364.2% | +298.1% |
| 10Y | +743.6% | +98.5% | +645.2% | +471.6% |
| All | +34,532.9% | +1,151.9% | +33,381.0% | +12,813.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling