+924.9%
VLO vs DE
+863.9%
+61.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +5.3% | -2.6% | +7.9% | +6.8% |
| 30D | +18.2% | +9.0% | +9.2% | +12.2% |
| 3M | +53.3% | +19.1% | +34.2% | +37.4% |
| 6M | +70.4% | +14.4% | +56.1% | +54.2% |
| YTD | +143.4% | +45.9% | +97.4% | +88.2% |
| 1Y | +153.0% | +43.6% | +109.4% | +96.5% |
| 3Y | +195.0% | +75.9% | +119.1% | +97.6% |
| 5Y | +618.8% | +98.8% | +520.0% | +322.4% |
| All | +924.9% | +863.9% | +61.0% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling