+883.9%
VLO vs DECK
+718.3%
+165.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.3% |
| 7D | +5.2% | -2.2% | +7.4% | +5.7% |
| 30D | +22.6% | -13.6% | +36.2% | +26.4% |
| 3M | +43.8% | -21.2% | +65.0% | +50.6% |
| 6M | +65.7% | -21.1% | +86.8% | +71.6% |
| YTD | +131.1% | -17.2% | +148.3% | +134.6% |
| 1Y | +143.6% | -30.7% | +174.4% | +156.7% |
| 3Y | +201.4% | -3.4% | +204.7% | +169.6% |
| 5Y | +568.9% | +25.5% | +543.3% | +432.4% |
| All | +883.9% | +718.3% | +165.6% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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