+193.8%
VLO vs DE
+75.0%
+118.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +6.2% | -3.0% | +9.3% | +7.2% |
| 30D | +23.5% | +11.1% | +12.3% | +19.2% |
| 3M | +53.9% | +17.6% | +36.3% | +44.8% |
| 6M | +81.7% | +13.6% | +68.1% | +72.2% |
| YTD | +142.5% | +46.3% | +96.2% | +102.8% |
| 1Y | +145.4% | +44.2% | +101.3% | +105.9% |
| All | +193.8% | +75.0% | +118.9% | +122.0% |
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