+231.9%
VLO vs DE
+88.0%
+143.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +9.6% | +0.3% | +9.4% | +9.5% |
| 30D | -17.4% | +3.6% | -20.9% | -18.3% |
| 3M | +10.8% | +10.2% | +0.5% | +7.0% |
| 6M | +56.9% | +16.6% | +40.4% | +47.7% |
| YTD | +136.8% | +45.8% | +91.0% | +97.7% |
| 1Y | +120.7% | +43.9% | +76.8% | +84.7% |
| 3Y | +231.9% | +89.6% | +142.3% | +144.1% |
| All | +231.9% | +88.0% | +143.9% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling