+35,889.1%
VLO vs DD
+961.9%
+34,927.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +5.2% | -3.5% | +8.7% | +6.8% |
| 30D | +22.6% | -10.3% | +32.9% | +28.1% |
| 3M | +43.8% | -7.5% | +51.3% | +47.7% |
| 6M | +65.7% | -8.0% | +73.8% | +68.5% |
| YTD | +131.1% | +10.5% | +120.6% | +116.6% |
| 1Y | +143.6% | +38.3% | +105.4% | +106.0% |
| 3Y | +201.4% | +42.5% | +158.9% | +146.5% |
| 5Y | +568.9% | +60.2% | +508.7% | +410.0% |
| 10Y | +891.8% | +68.9% | +822.9% | +622.3% |
| All | +35,889.1% | +961.9% | +34,927.2% | +14,335.6% |
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