+768.4%
VLO vs DECK
+874.1%
-105.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -13.3% | +5.8% | -19.1% | -14.5% |
| 30D | -18.3% | +7.9% | -26.2% | -19.9% |
| 3M | +14.3% | -11.4% | +25.7% | +16.8% |
| 6M | +47.6% | -16.6% | +64.2% | +51.6% |
| YTD | +116.0% | -16.4% | +132.3% | +117.9% |
| 1Y | +101.0% | +8.6% | +92.4% | +89.2% |
| 3Y | +199.0% | -15.1% | +214.1% | +178.4% |
| 5Y | +419.0% | +22.9% | +396.2% | +317.1% |
| All | +768.4% | +874.1% | -105.7% | +290.4% |
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