+143.6%
VLO vs DE
+49.4%
+94.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | +10.0% | -4.8% | +4.7% |
| 30D | +22.6% | +13.3% | +9.3% | +21.9% |
| 3M | +43.8% | +17.5% | +26.3% | +42.4% |
| 6M | +65.7% | +13.6% | +52.2% | +64.9% |
| YTD | +131.1% | +49.8% | +81.3% | +117.4% |
| 1Y | +143.6% | +47.9% | +95.8% | +128.5% |
| All | +143.6% | +49.4% | +94.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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