+609.6%
VLO vs DE
+97.0%
+512.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.0% | -2.4% | +6.3% | +4.9% |
| 30D | +19.0% | +9.7% | +9.3% | +14.5% |
| 3M | +50.0% | +21.4% | +28.6% | +37.6% |
| 6M | +79.1% | +15.0% | +64.1% | +66.7% |
| YTD | +140.3% | +46.4% | +93.9% | +98.0% |
| 1Y | +148.3% | +45.6% | +102.7% | +104.3% |
| 3Y | +194.6% | +76.8% | +117.9% | +118.8% |
| 5Y | +609.6% | +99.4% | +510.2% | +387.1% |
| All | +609.6% | +97.0% | +512.6% | +387.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling